+93.4%
GOOG vs MAS
+47.3%
+46.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.6% |
| 7D | +2.9% | +3.3% | -0.4% | +1.9% |
| 30D | -17.8% | +25.5% | -43.2% | -23.5% |
| 3M | -19.0% | +11.8% | -30.8% | -22.0% |
| 6M | -27.9% | +21.3% | -49.2% | -32.9% |
| YTD | -8.7% | +37.7% | -46.4% | -19.5% |
| 1Y | +2.5% | +41.0% | -38.5% | -10.6% |
| 3Y | +119.2% | +63.0% | +56.2% | +66.1% |
| 5Y | +93.4% | +44.1% | +49.3% | +55.5% |
| All | +93.4% | +47.3% | +46.2% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling