+137.3%
ADBE vs MAS
+215.0%
-77.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.6% | +3.0% | -1.4% | +0.3% |
| 30D | +1.0% | +22.4% | -21.4% | -7.1% |
| 3M | -10.1% | +14.5% | -24.6% | -15.2% |
| 6M | +3.0% | +27.1% | -24.2% | -8.7% |
| YTD | -30.5% | +35.8% | -66.3% | -41.4% |
| 1Y | -27.1% | +39.4% | -66.5% | -39.4% |
| 3Y | -58.8% | +60.3% | -119.1% | -69.3% |
| 5Y | -63.0% | +39.4% | -102.5% | -71.1% |
| All | +137.3% | +215.0% | -77.7% | +24.0% |
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 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