+2,660.6%
AVGO vs MAS
+215.0%
+2,445.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.9% |
| 7D | +18.2% | +3.0% | +15.2% | +16.6% |
| 30D | +0.2% | +22.4% | -22.2% | -9.4% |
| 3M | -16.8% | +14.5% | -31.3% | -22.6% |
| 6M | -16.5% | +27.1% | -43.6% | -27.3% |
| YTD | +0.8% | +35.8% | -34.9% | -16.7% |
| 1Y | +2.8% | +39.4% | -36.6% | -16.5% |
| 3Y | +278.5% | +60.3% | +218.3% | +175.3% |
| 5Y | +573.1% | +39.4% | +533.6% | +416.1% |
| All | +2,660.6% | +215.0% | +2,445.6% | +1,198.3% |
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