+132.6%
GOOG vs MAS
+32.0%
+100.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -2.1% | -0.8% | -1.4% | -1.9% |
| 30D | -6.8% | -5.6% | -1.3% | -5.3% |
| 3M | -9.1% | +4.4% | -13.5% | -11.2% |
| 6M | +10.7% | +7.2% | +3.5% | +6.6% |
| YTD | +7.1% | +16.1% | -9.0% | -0.4% |
| 1Y | +44.6% | +0.1% | +44.5% | +41.4% |
| 3Y | +147.4% | +28.3% | +119.1% | +105.2% |
| All | +132.6% | +32.0% | +100.6% | +81.4% |
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