+469.8%
AVGO vs MAS
+41.7%
+428.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.4% | -7.0% | -9.1% |
| 7D | -15.5% | +4.6% | -20.1% | -17.0% |
| 30D | -22.4% | +19.9% | -42.3% | -28.1% |
| 3M | -30.2% | +8.9% | -39.1% | -32.9% |
| 6M | -31.6% | +20.2% | -51.7% | -37.6% |
| YTD | -15.3% | +33.9% | -49.2% | -27.8% |
| 1Y | -18.2% | +34.7% | -52.8% | -30.6% |
| 3Y | +241.2% | +60.4% | +180.8% | +155.7% |
| 5Y | +469.8% | +43.5% | +426.4% | +356.6% |
| All | +469.8% | +41.7% | +428.1% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling