+14,014.6%
EBAY vs MAS
+485.6%
+13,529.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -6.7% | -5.6% | -1.1% | -4.8% |
| 3M | -5.0% | +4.4% | -9.4% | -7.2% |
| 6M | +14.6% | +7.2% | +7.4% | +9.9% |
| YTD | +19.8% | +16.1% | +3.7% | +10.9% |
| 1Y | +12.6% | +0.1% | +12.5% | +9.6% |
| 3Y | +141.0% | +28.3% | +112.7% | +110.5% |
| 5Y | +47.5% | +30.5% | +17.1% | +26.6% |
| 10Y | +263.3% | +139.1% | +124.1% | +141.1% |
| All | +14,014.6% | +485.6% | +13,529.0% | +4,117.7% |
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