+156.4%
AMAT vs MAS
+48.4%
+108.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -6.4% |
| 7D | -11.2% | +14.2% | -25.4% | -17.9% |
| 30D | -31.9% | +26.8% | -58.7% | -41.1% |
| 3M | -32.3% | +13.1% | -45.5% | -37.7% |
| 6M | -5.4% | +27.9% | -33.3% | -19.6% |
| YTD | +44.3% | +38.7% | +5.6% | +13.9% |
| 1Y | +61.4% | +40.4% | +21.0% | +26.2% |
| 3Y | +170.6% | +66.1% | +104.5% | +76.4% |
| 5Y | +156.4% | +47.4% | +109.0% | +92.4% |
| All | +156.4% | +48.4% | +108.0% | +92.4% |
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