+455.5%
AXP vs MAS
+219.8%
+235.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -0.5% |
| 7D | +0.4% | +4.6% | -4.2% | -1.9% |
| 30D | +7.0% | +19.9% | -12.8% | -2.6% |
| 3M | -6.6% | +8.9% | -15.5% | -11.0% |
| 6M | +3.5% | +20.2% | -16.7% | -7.5% |
| YTD | -11.2% | +33.9% | -45.1% | -26.2% |
| 1Y | -10.2% | +34.7% | -44.8% | -25.7% |
| 3Y | +120.0% | +60.4% | +59.7% | +59.9% |
| 5Y | +95.6% | +43.5% | +52.1% | +47.2% |
| All | +455.5% | +219.8% | +235.7% | +160.1% |
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