+133.0%
AAPL vs MAS
+39.2%
+93.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.7% | +2.0% | -2.6% | -1.4% |
| 30D | +1.7% | +19.4% | -17.7% | -4.7% |
| 3M | +9.7% | +9.4% | +0.3% | +5.8% |
| 6M | +19.3% | +15.3% | +4.0% | +11.6% |
| YTD | +26.3% | +31.3% | -5.0% | +10.6% |
| 1Y | +27.4% | +34.9% | -7.5% | +10.1% |
| 3Y | +93.6% | +58.6% | +35.0% | +50.1% |
| All | +133.0% | +39.2% | +93.8% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling