+1,197.2%
ENTG vs MAS
+660.3%
+536.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.0% |
| 7D | +2.8% | -0.8% | +3.6% | +3.4% |
| 30D | -4.7% | -5.6% | +0.9% | -1.2% |
| 3M | -0.7% | +4.4% | -5.2% | -3.6% |
| 6M | +7.7% | +7.2% | +0.5% | +2.5% |
| YTD | +65.1% | +16.1% | +49.0% | +49.0% |
| 1Y | +74.8% | +0.1% | +74.7% | +72.9% |
| 3Y | +36.9% | +28.3% | +8.6% | +16.6% |
| 5Y | +16.1% | +30.5% | -14.4% | -0.5% |
| 10Y | +740.3% | +139.1% | +601.2% | +381.4% |
| All | +1,197.2% | +660.3% | +536.9% | +193.0% |
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