+1,276.0%
AAPL vs MAS
+230.1%
+1,045.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +0.6% |
| 7D | +3.7% | +3.3% | +0.4% | +2.3% |
| 30D | +4.2% | +25.5% | -21.3% | -5.4% |
| 3M | +12.0% | +11.8% | +0.3% | +6.4% |
| 6M | +19.8% | +21.3% | -1.6% | +8.5% |
| YTD | +29.3% | +37.7% | -8.4% | +9.2% |
| 1Y | +31.1% | +41.0% | -9.9% | +9.2% |
| 3Y | +94.9% | +63.0% | +31.9% | +47.0% |
| 5Y | +138.1% | +44.1% | +93.9% | +85.5% |
| 10Y | +1,276.0% | +224.3% | +1,051.7% | +672.6% |
| All | +1,276.0% | +230.1% | +1,045.8% | +672.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling