+632.6%
GOOG vs MAS
+214.9%
+417.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +2.1% | +2.4% | -0.3% | +1.2% |
| 30D | -18.3% | +19.8% | -38.1% | -23.8% |
| 3M | -20.3% | +9.8% | -30.2% | -23.5% |
| 6M | -28.1% | +15.8% | -43.8% | -32.9% |
| YTD | -9.3% | +31.8% | -41.2% | -20.4% |
| 1Y | -0.2% | +35.4% | -35.6% | -13.5% |
| 3Y | +118.0% | +59.2% | +58.8% | +67.2% |
| 5Y | +92.1% | +41.2% | +50.8% | +51.9% |
| All | +632.6% | +214.9% | +417.7% | +316.8% |
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