+5.1%
GOOG vs MAS
+38.5%
-33.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.0% | +3.0% | 0.0% | +2.8% |
| 30D | -14.9% | +22.4% | -37.3% | -16.7% |
| 3M | -14.9% | +14.5% | -29.4% | -16.0% |
| 6M | -26.6% | +27.1% | -53.7% | -29.1% |
| YTD | -6.6% | +35.8% | -42.4% | -10.4% |
| 1Y | +5.1% | +39.4% | -34.3% | +0.6% |
| All | +5.1% | +38.5% | -33.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling