+6,610.0%
AXP vs MAS
+1,430.5%
+5,179.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.9% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | -6.5% | -5.6% | -1.0% | -4.3% |
| 3M | +4.6% | +4.4% | +0.2% | +1.8% |
| 6M | +5.4% | +7.2% | -1.8% | +0.4% |
| YTD | -11.1% | +16.1% | -27.2% | -18.7% |
| 1Y | -0.3% | +0.1% | -0.4% | -2.8% |
| 3Y | +111.6% | +28.3% | +83.3% | +81.2% |
| 5Y | +117.6% | +30.5% | +87.1% | +81.7% |
| 10Y | +474.1% | +139.1% | +335.0% | +257.4% |
| All | +6,610.0% | +1,430.5% | +5,179.6% | +1,377.2% |
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