+570.5%
XYZ vs MAS
+242.6%
+327.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.6% | +9.7% | +11.1% |
| 7D | +16.5% | +14.2% | +2.4% | +5.8% |
| 30D | +15.0% | +26.8% | -11.9% | -3.7% |
| 3M | +3.5% | +13.1% | -9.6% | -5.7% |
| 6M | +21.9% | +27.9% | -6.1% | -0.7% |
| YTD | +34.6% | +38.7% | -4.0% | -0.2% |
| 1Y | +20.7% | +40.4% | -19.6% | -11.5% |
| 3Y | +80.0% | +66.1% | +13.9% | +9.6% |
| 5Y | -64.6% | +47.4% | -112.0% | -75.8% |
| 10Y | +619.5% | +238.3% | +381.1% | +187.4% |
| All | +570.5% | +242.6% | +327.8% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling