+6.7%
AMZN vs MAS
+32.0%
-25.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +7.9% | +2.0% | +5.9% | +7.7% |
| 30D | -0.2% | +19.4% | -19.6% | -2.9% |
| 3M | -4.8% | +9.4% | -14.2% | -5.9% |
| 6M | -5.7% | +15.3% | -21.0% | -8.2% |
| YTD | +12.3% | +31.3% | -19.0% | +3.4% |
| 1Y | +6.7% | +34.9% | -28.2% | -2.9% |
| All | +6.7% | +32.0% | -25.3% | -2.9% |
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 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