+121.0%
GOOG vs MAS
+59.7%
+61.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.0% | +3.0% | 0.0% | +2.7% |
| 30D | -14.9% | +22.4% | -37.3% | -17.0% |
| 3M | -14.9% | +14.5% | -29.4% | -16.3% |
| 6M | -26.6% | +27.1% | -53.7% | -29.1% |
| YTD | -6.6% | +35.8% | -42.4% | -10.9% |
| 1Y | +5.1% | +39.4% | -34.3% | -0.2% |
| 3Y | +121.0% | +60.3% | +60.7% | +108.9% |
| All | +121.0% | +59.7% | +61.2% | +108.9% |
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