+419.1%
ANET vs MAS
+39.2%
+380.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +8.0% |
| 7D | +1.1% | +2.0% | -0.8% | +0.5% |
| 30D | -20.9% | +19.4% | -40.2% | -26.0% |
| 3M | -11.2% | +9.4% | -20.6% | -14.5% |
| 6M | +16.1% | +15.3% | +0.8% | +8.7% |
| YTD | +30.4% | +31.3% | -1.0% | +13.8% |
| 1Y | +27.4% | +34.9% | -7.4% | +9.8% |
| 3Y | +221.0% | +58.6% | +162.4% | +145.4% |
| All | +419.1% | +39.2% | +380.0% | +328.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling