-57.7%
ADBE vs MAS
+58.1%
-115.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.6% |
| 7D | -4.4% | +2.0% | -6.3% | -4.7% |
| 30D | +2.8% | +19.4% | -16.6% | -0.2% |
| 3M | -8.0% | +9.4% | -17.5% | -9.6% |
| 6M | -4.3% | +15.3% | -19.7% | -7.4% |
| YTD | -31.6% | +31.3% | -62.9% | -36.6% |
| 1Y | -26.9% | +34.9% | -61.8% | -32.8% |
| 3Y | -57.7% | +58.6% | -116.3% | -62.6% |
| All | -57.7% | +58.1% | -115.8% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling