+3,388.0%
ANET vs MAS
+230.1%
+3,157.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.5% | +4.5% | +7.1% |
| 7D | +13.4% | +3.3% | +10.1% | +12.1% |
| 30D | -14.1% | +25.5% | -39.6% | -22.4% |
| 3M | -1.3% | +11.8% | -13.1% | -6.6% |
| 6M | +31.3% | +21.3% | +10.0% | +18.7% |
| YTD | +42.1% | +37.7% | +4.3% | +18.9% |
| 1Y | +38.3% | +41.0% | -2.8% | +14.2% |
| 3Y | +251.9% | +63.0% | +188.9% | +160.3% |
| 5Y | +460.6% | +44.1% | +416.5% | +331.2% |
| 10Y | +3,388.0% | +224.3% | +3,163.7% | +1,585.7% |
| All | +3,388.0% | +230.1% | +3,157.8% | +1,585.7% |
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