+120.2%
ADBE vs MAS
+213.7%
-93.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.1% |
| 7D | -4.4% | +2.0% | -6.3% | -5.2% |
| 30D | +2.8% | +19.4% | -16.6% | -4.4% |
| 3M | -8.0% | +9.4% | -17.5% | -11.7% |
| 6M | -4.3% | +15.3% | -19.7% | -11.5% |
| YTD | -31.6% | +31.3% | -62.9% | -41.5% |
| 1Y | -26.9% | +34.9% | -61.8% | -38.3% |
| 3Y | -57.7% | +58.6% | -116.3% | -68.3% |
| 5Y | -63.9% | +40.7% | -104.6% | -71.9% |
| All | +120.2% | +213.7% | -93.5% | +16.4% |
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