-20.5%
ADSK vs MAS
+39.2%
-59.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -1.9% |
| 7D | +4.9% | +2.0% | +2.9% | +4.0% |
| 30D | +11.3% | +19.4% | -8.0% | +2.8% |
| 3M | +7.9% | +9.4% | -1.5% | +3.3% |
| 6M | +7.7% | +15.3% | -7.7% | -1.0% |
| YTD | -11.6% | +31.3% | -42.9% | -26.1% |
| 1Y | -11.2% | +34.9% | -46.1% | -27.2% |
| 3Y | +29.6% | +58.6% | -29.0% | -11.5% |
| All | -20.5% | +39.2% | -59.6% | -43.1% |
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