+2,062.4%
AVGO vs MAS
+213.7%
+1,848.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.6% |
| 7D | -9.9% | +2.0% | -11.9% | -10.8% |
| 30D | -22.0% | +19.4% | -41.4% | -28.7% |
| 3M | -30.0% | +9.4% | -39.5% | -33.6% |
| 6M | -30.7% | +15.3% | -46.1% | -36.8% |
| YTD | -14.7% | +31.3% | -46.0% | -28.4% |
| 1Y | -16.8% | +34.9% | -51.7% | -31.4% |
| 3Y | +244.4% | +58.6% | +185.8% | +151.5% |
| 5Y | +474.0% | +40.7% | +433.3% | +336.5% |
| All | +2,062.4% | +213.7% | +1,848.7% | +940.7% |
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