+2,628.7%
AVGO vs MAS
+137.9%
+2,490.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -14.4% | -5.6% | -8.9% | -12.3% |
| 3M | -14.4% | +4.4% | -18.9% | -17.4% |
| 6M | +13.1% | +7.2% | +5.9% | +6.9% |
| YTD | +3.8% | +16.1% | -12.3% | -6.9% |
| 1Y | +17.8% | +0.1% | +17.7% | +13.6% |
| 3Y | +325.3% | +28.3% | +297.0% | +247.9% |
| 5Y | +689.9% | +30.5% | +659.5% | +524.1% |
| All | +2,628.7% | +137.9% | +2,490.8% | +1,429.4% |
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 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