+5,684.2%
ADSK vs MAS
+1,692.0%
+3,992.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +3.1% | +3.6% | -0.5% | +1.7% |
| 30D | +10.5% | +23.8% | -13.3% | +1.9% |
| 3M | +1.6% | +14.4% | -12.8% | -3.6% |
| 6M | +6.4% | +19.7% | -13.4% | -2.0% |
| YTD | -12.1% | +36.0% | -48.1% | -24.1% |
| 1Y | -12.9% | +40.4% | -53.3% | -25.8% |
| 3Y | +23.5% | +58.9% | -35.4% | -1.6% |
| 5Y | -18.9% | +44.5% | -63.4% | -32.9% |
| 10Y | +253.9% | +214.8% | +39.2% | +115.5% |
| All | +5,684.2% | +1,692.0% | +3,992.2% | +1,451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling