+1,591.4%
AMAT vs MAS
+140.6%
+1,450.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.2% |
| 7D | -1.5% | -0.8% | -0.8% | -1.0% |
| 30D | -14.8% | -5.6% | -9.2% | -11.8% |
| 3M | -9.3% | +4.4% | -13.7% | -12.5% |
| 6M | +27.4% | +7.2% | +20.2% | +19.9% |
| YTD | +77.6% | +16.1% | +61.5% | +56.1% |
| 1Y | +188.9% | +0.1% | +188.8% | +178.6% |
| 3Y | +202.3% | +28.3% | +174.0% | +135.5% |
| 5Y | +248.9% | +30.5% | +218.4% | +165.6% |
| All | +1,591.4% | +140.6% | +1,450.8% | +757.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling