+481.5%
AXP vs MAS
+241.3%
+240.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.5% | -0.7% |
| 7D | +4.6% | +14.2% | -9.6% | -2.3% |
| 30D | +9.7% | +26.8% | -17.1% | -3.0% |
| 3M | -3.8% | +13.1% | -16.9% | -10.1% |
| 6M | +4.8% | +27.9% | -23.1% | -9.3% |
| YTD | -9.1% | +38.7% | -47.7% | -25.8% |
| 1Y | -6.7% | +40.4% | -47.1% | -24.4% |
| 3Y | +125.2% | +66.1% | +59.1% | +60.7% |
| 5Y | +105.0% | +47.4% | +57.6% | +52.2% |
| 10Y | +481.5% | +238.3% | +243.1% | +165.4% |
| All | +481.5% | +241.3% | +240.1% | +165.4% |
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