+721.8%
ENTG vs MAS
+214.9%
+507.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.7% |
| 7D | -17.1% | +2.4% | -19.5% | -18.9% |
| 30D | -23.0% | +19.8% | -42.8% | -34.1% |
| 3M | -10.2% | +9.8% | -20.1% | -18.1% |
| 6M | -17.8% | +15.8% | -33.5% | -28.3% |
| YTD | +52.4% | +31.8% | +20.6% | +18.8% |
| 1Y | +49.8% | +35.4% | +14.4% | +14.2% |
| 3Y | +42.1% | +59.2% | -17.1% | -4.2% |
| 5Y | -10.2% | +41.2% | -51.5% | -34.1% |
| All | +721.8% | +214.9% | +507.0% | +247.1% |
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