+2,046.5%
AVGO vs MAS
+219.8%
+1,826.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.4% | -7.0% | -8.8% |
| 7D | -15.5% | +4.6% | -20.1% | -17.3% |
| 30D | -22.4% | +19.9% | -42.3% | -29.2% |
| 3M | -30.2% | +8.9% | -39.1% | -33.6% |
| 6M | -31.6% | +20.2% | -51.7% | -38.7% |
| YTD | -15.3% | +33.9% | -49.2% | -29.6% |
| 1Y | -18.2% | +34.7% | -52.8% | -32.4% |
| 3Y | +241.2% | +60.4% | +180.8% | +148.1% |
| 5Y | +469.8% | +43.5% | +426.4% | +329.4% |
| All | +2,046.5% | +219.8% | +1,826.7% | +923.9% |
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