+721.8%
ENTG vs MAS
+213.7%
+508.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +4.0% |
| 7D | -17.1% | +2.0% | -19.1% | -18.6% |
| 30D | -23.0% | +19.4% | -42.4% | -33.9% |
| 3M | -10.2% | +9.4% | -19.6% | -17.8% |
| 6M | -17.8% | +15.3% | -33.1% | -28.1% |
| YTD | +52.4% | +31.3% | +21.1% | +19.1% |
| 1Y | +49.8% | +34.9% | +14.9% | +14.5% |
| 3Y | +42.1% | +58.6% | -16.5% | -3.9% |
| 5Y | -10.2% | +40.7% | -50.9% | -34.0% |
| All | +721.8% | +213.7% | +508.2% | +248.1% |
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