+120.0%
ADBE vs MAS
+230.1%
-110.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.6% |
| 7D | -5.6% | +3.3% | -8.9% | -7.0% |
| 30D | -2.0% | +25.5% | -27.5% | -10.7% |
| 3M | -10.5% | +11.8% | -22.3% | -14.8% |
| 6M | -6.2% | +21.3% | -27.5% | -15.1% |
| YTD | -32.2% | +37.7% | -69.9% | -43.1% |
| 1Y | -27.4% | +41.0% | -68.4% | -39.9% |
| 3Y | -58.9% | +63.0% | -121.9% | -69.6% |
| 5Y | -64.5% | +44.1% | -108.6% | -72.6% |
| 10Y | +120.0% | +224.3% | -104.2% | +14.7% |
| All | +120.0% | +230.1% | -110.1% | +14.7% |
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