+555.4%
AMZN vs MAS
+137.9%
+417.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -5.2% | -5.6% | +0.4% | -3.1% |
| 3M | +1.9% | +4.4% | -2.6% | -0.8% |
| 6M | +19.2% | +7.2% | +12.0% | +14.0% |
| YTD | +12.0% | +16.1% | -4.1% | +2.8% |
| 1Y | +9.7% | +0.1% | +9.6% | +6.7% |
| 3Y | +87.2% | +28.3% | +58.9% | +59.2% |
| 5Y | +48.7% | +30.5% | +18.2% | +23.2% |
| All | +555.4% | +137.9% | +417.5% | +322.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling