+33.3%
AMAT vs MAS
+37.4%
-4.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.1% | -12.6% |
| 7D | -24.3% | +4.6% | -28.8% | -25.2% |
| 30D | -39.8% | +19.9% | -59.7% | -43.3% |
| 3M | -40.2% | +8.9% | -49.1% | -41.6% |
| 6M | -22.1% | +20.2% | -42.3% | -26.6% |
| YTD | +24.7% | +33.9% | -9.2% | +8.4% |
| 1Y | +33.3% | +34.7% | -1.4% | +15.3% |
| All | +33.3% | +37.4% | -4.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling