+118.0%
GOOG vs MAS
+58.1%
+59.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +2.1% | +2.0% | +0.1% | +1.8% |
| 30D | -18.3% | +19.4% | -37.6% | -20.1% |
| 3M | -20.3% | +9.4% | -29.8% | -21.3% |
| 6M | -28.1% | +15.3% | -43.4% | -29.6% |
| YTD | -9.3% | +31.3% | -40.7% | -13.3% |
| 1Y | -0.2% | +34.9% | -35.1% | -5.0% |
| 3Y | +118.0% | +58.6% | +59.4% | +100.3% |
| All | +118.0% | +58.1% | +59.9% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling