-5.4%
AMAT vs MAS
+24.1%
-29.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -4.6% |
| 7D | -11.2% | +14.2% | -25.4% | -14.5% |
| 30D | -31.9% | +26.8% | -58.7% | -37.4% |
| 3M | -32.3% | +13.1% | -45.5% | -34.3% |
| 6M | -5.4% | +27.9% | -33.3% | -14.1% |
| All | -5.4% | +24.1% | -29.5% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling