+169.4%
AMAT vs MAS
+67.0%
+102.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -5.5% |
| 7D | -11.2% | +14.2% | -25.4% | -16.1% |
| 30D | -31.9% | +26.8% | -58.7% | -38.8% |
| 3M | -32.3% | +13.1% | -45.5% | -36.1% |
| 6M | -5.4% | +27.9% | -33.3% | -15.7% |
| YTD | +44.3% | +38.7% | +5.6% | +21.3% |
| 1Y | +61.4% | +40.4% | +21.0% | +34.7% |
| All | +169.4% | +67.0% | +102.4% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling