+23.5%
ADSK vs MAS
+59.6%
-36.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +3.1% | +3.6% | -0.5% | +2.2% |
| 30D | +10.5% | +23.8% | -13.3% | +5.1% |
| 3M | +1.6% | +14.4% | -12.8% | -1.8% |
| 6M | +6.4% | +19.7% | -13.4% | +1.0% |
| YTD | -12.1% | +36.0% | -48.1% | -21.1% |
| 1Y | -12.9% | +40.4% | -53.3% | -22.9% |
| 3Y | +23.5% | +58.9% | -35.4% | -1.5% |
| All | +23.5% | +59.6% | -36.1% | -1.5% |
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