+4.4%
AMZN vs MAS
+34.7%
-30.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +7.9% | +2.4% | +5.5% | +7.6% |
| 30D | -0.2% | +19.8% | -20.1% | -2.9% |
| 3M | -4.8% | +9.8% | -14.6% | -6.0% |
| 6M | -5.7% | +15.8% | -21.5% | -8.3% |
| YTD | +12.3% | +31.8% | -19.5% | +3.0% |
| All | +4.4% | +34.7% | -30.4% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling