-11.0%
ADSK vs MAS
+38.5%
-49.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.0% | +3.0% | -2.0% | +0.8% |
| 30D | +14.4% | +22.4% | -8.0% | +13.5% |
| 3M | +2.5% | +14.5% | -12.0% | +1.5% |
| 6M | +14.5% | +27.1% | -12.7% | +13.8% |
| YTD | -10.7% | +35.8% | -46.4% | -11.7% |
| 1Y | -11.0% | +39.4% | -50.4% | -12.9% |
| All | -11.0% | +38.5% | -49.6% | -12.9% |
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