+1,256.1%
AAPL vs MAS
+219.8%
+1,036.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.1% |
| 7D | -1.4% | +4.6% | -5.9% | -3.2% |
| 30D | +3.2% | +19.9% | -16.7% | -4.6% |
| 3M | +10.8% | +8.9% | +1.9% | +6.4% |
| 6M | +21.3% | +20.2% | +1.2% | +10.3% |
| YTD | +26.9% | +33.9% | -6.9% | +8.4% |
| 1Y | +27.9% | +34.7% | -6.8% | +8.7% |
| 3Y | +97.5% | +60.4% | +37.1% | +49.9% |
| 5Y | +132.9% | +43.5% | +89.5% | +81.6% |
| All | +1,256.1% | +219.8% | +1,036.3% | +674.7% |
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