+4,087.3%
FDX vs MAS
+1,430.5%
+2,656.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.2% |
| 7D | -2.5% | -0.8% | -1.8% | -2.3% |
| 30D | +3.8% | -5.6% | +9.4% | +5.8% |
| 3M | -1.3% | +4.4% | -5.7% | -3.6% |
| 6M | +5.0% | +7.2% | -2.2% | +1.1% |
| YTD | +39.6% | +16.1% | +23.5% | +30.1% |
| 1Y | +81.1% | +0.1% | +81.0% | +78.0% |
| 3Y | +63.0% | +28.3% | +34.7% | +45.3% |
| 5Y | +65.6% | +30.5% | +35.1% | +44.7% |
| 10Y | +183.4% | +139.1% | +44.2% | +96.1% |
| All | +4,087.3% | +1,430.5% | +2,656.9% | +1,010.6% |
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