+1,236.7%
ENTG vs MAS
+808.0%
+428.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.6% | -12.1% | -10.0% |
| 7D | -10.3% | +14.2% | -24.5% | -18.1% |
| 30D | -14.4% | +26.8% | -41.2% | -27.6% |
| 3M | -1.1% | +13.1% | -14.2% | -10.2% |
| 6M | +3.0% | +27.9% | -25.0% | -13.6% |
| YTD | +70.1% | +38.7% | +31.4% | +34.7% |
| 1Y | +65.7% | +40.4% | +25.4% | +30.2% |
| 3Y | +56.5% | +66.1% | -9.6% | +11.6% |
| 5Y | -1.9% | +47.4% | -49.3% | -23.6% |
| 10Y | +855.6% | +238.3% | +617.2% | +337.8% |
| All | +1,236.7% | +808.0% | +428.7% | +165.0% |
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