+111,876.4%
AMAT vs MAS
+1,727.7%
+110,148.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -5.6% |
| 7D | -11.2% | +14.2% | -25.4% | -16.2% |
| 30D | -31.9% | +26.8% | -58.7% | -38.7% |
| 3M | -32.3% | +13.1% | -45.5% | -36.4% |
| 6M | -5.4% | +27.9% | -33.3% | -15.6% |
| YTD | +44.3% | +38.7% | +5.6% | +23.3% |
| 1Y | +61.4% | +40.4% | +21.0% | +37.1% |
| 3Y | +170.6% | +66.1% | +104.5% | +111.5% |
| 5Y | +156.4% | +47.4% | +109.0% | +111.1% |
| 10Y | +1,356.4% | +238.3% | +1,118.0% | +780.5% |
| All | +111,876.4% | +1,727.7% | +110,148.6% | +26,955.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling