-26.9%
ADBE vs MAS
+32.0%
-58.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.9% |
| 7D | -4.4% | +2.0% | -6.3% | -4.3% |
| 30D | +2.8% | +19.4% | -16.6% | +3.2% |
| 3M | -8.0% | +9.4% | -17.5% | -8.2% |
| 6M | -4.3% | +15.3% | -19.7% | -4.0% |
| YTD | -31.6% | +31.3% | -62.9% | -31.6% |
| 1Y | -26.9% | +34.9% | -61.8% | -27.0% |
| All | -26.9% | +32.0% | -58.9% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling