+1,617.1%
AXON vs MAS
+219.8%
+1,397.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.4% | -6.4% | -8.3% |
| 7D | -12.7% | +4.6% | -17.2% | -14.4% |
| 30D | -8.6% | +19.9% | -28.5% | -15.8% |
| 3M | -37.2% | +8.9% | -46.1% | -39.5% |
| 6M | +0.5% | +20.2% | -19.6% | -7.5% |
| YTD | -32.6% | +33.9% | -66.5% | -42.0% |
| 1Y | -40.2% | +34.7% | -74.8% | -48.6% |
| 3Y | +76.1% | +60.4% | +15.7% | +32.6% |
| 5Y | +109.5% | +43.5% | +66.0% | +63.4% |
| All | +1,617.1% | +219.8% | +1,397.2% | +770.7% |
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