+5,537.2%
ANET vs MAS
+356.7%
+5,180.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -0.8% | -0.8% | -0.1% | -0.5% |
| 30D | -1.8% | -5.6% | +3.8% | +0.5% |
| 3M | +16.7% | +4.4% | +12.3% | +13.3% |
| 6M | +43.7% | +7.2% | +36.5% | +36.8% |
| YTD | +47.9% | +16.1% | +31.8% | +34.5% |
| 1Y | +37.3% | +0.1% | +37.2% | +32.9% |
| 3Y | +292.7% | +28.3% | +264.4% | +227.5% |
| 5Y | +753.8% | +30.5% | +723.4% | +591.2% |
| 10Y | +3,730.1% | +139.1% | +3,591.0% | +2,107.1% |
| All | +5,537.2% | +356.7% | +5,180.6% | +2,596.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling