+112,002.2%
AXON vs MAS
+485.5%
+111,516.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -5.0% |
| 7D | -14.2% | -0.8% | -13.4% | -13.8% |
| 30D | -15.4% | -5.6% | -9.8% | -12.9% |
| 3M | +0.5% | +4.4% | -4.0% | -1.5% |
| 6M | -9.5% | +7.2% | -16.7% | -13.1% |
| YTD | -9.2% | +16.1% | -25.3% | -16.7% |
| 1Y | -29.4% | +0.1% | -29.5% | -30.8% |
| 3Y | +139.4% | +28.3% | +111.1% | +101.8% |
| 5Y | +178.9% | +30.5% | +148.4% | +129.9% |
| 10Y | +1,840.8% | +139.1% | +1,701.7% | +1,054.0% |
| All | +112,002.2% | +485.5% | +111,516.7% | +32,987.0% |
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