-20.0%
ADSK vs MAS
+44.7%
-64.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -3.7% | -1.8% | -1.9% | -3.0% |
| 30D | +11.3% | +23.6% | -12.2% | +1.2% |
| 3M | +3.3% | +12.4% | -9.1% | -2.2% |
| 6M | +10.1% | +21.9% | -11.7% | -1.4% |
| YTD | -12.2% | +36.1% | -48.3% | -27.9% |
| 1Y | -13.9% | +39.5% | -53.4% | -30.4% |
| 3Y | +23.5% | +59.1% | -35.7% | -15.1% |
| 5Y | -20.0% | +44.4% | -64.5% | -43.5% |
| All | -20.0% | +44.7% | -64.7% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling