+143,217.1%
AMAT vs MAS
+1,393.2%
+141,823.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +5.0% |
| 7D | +7.0% | +1.0% | +6.0% | +6.5% |
| 30D | -12.2% | -8.1% | -4.1% | -9.3% |
| 3M | -3.8% | +3.3% | -7.1% | -5.5% |
| 6M | +45.9% | +12.4% | +33.5% | +38.1% |
| YTD | +84.6% | +13.3% | +71.3% | +72.9% |
| 1Y | +193.4% | -4.7% | +198.1% | +194.0% |
| 3Y | +228.1% | +33.0% | +195.1% | +183.0% |
| 5Y | +268.9% | +33.9% | +235.1% | +219.3% |
| 10Y | +1,665.8% | +135.4% | +1,530.4% | +1,135.1% |
| All | +143,217.1% | +1,393.2% | +141,823.9% | +37,861.9% |
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