+129.9%
AXON vs MAS
+48.4%
+81.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | -0.6% |
| 7D | +0.2% | +14.2% | -13.9% | -5.4% |
| 30D | +3.0% | +26.8% | -23.8% | -7.2% |
| 3M | -30.1% | +13.1% | -43.3% | -33.7% |
| 6M | +7.7% | +27.9% | -20.2% | -3.2% |
| YTD | -25.3% | +38.7% | -64.0% | -36.3% |
| 1Y | -39.9% | +40.4% | -80.3% | -49.1% |
| 3Y | +95.2% | +66.1% | +29.1% | +41.5% |
| 5Y | +129.9% | +47.4% | +82.4% | +74.3% |
| All | +129.9% | +48.4% | +81.4% | +74.3% |
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