+28,613.9%
AVGO vs MAS
+819.5%
+27,794.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -4.3% |
| 7D | -7.5% | +14.2% | -21.6% | -12.8% |
| 30D | -10.2% | +26.8% | -37.0% | -19.2% |
| 3M | -22.0% | +13.1% | -35.2% | -26.7% |
| 6M | -21.6% | +27.9% | -49.5% | -30.7% |
| YTD | -5.4% | +38.7% | -44.1% | -20.4% |
| 1Y | -6.8% | +40.4% | -47.2% | -22.2% |
| 3Y | +280.9% | +66.1% | +214.8% | +189.6% |
| 5Y | +548.1% | +47.4% | +500.7% | +409.3% |
| 10Y | +2,363.2% | +238.3% | +2,124.8% | +1,254.9% |
| All | +28,613.9% | +819.5% | +27,794.4% | +9,965.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling