+90.6%
GOOG vs MAS
+41.7%
+48.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.9% |
| 7D | -0.2% | +4.6% | -4.8% | -1.5% |
| 30D | -18.2% | +19.9% | -38.1% | -22.9% |
| 3M | -21.7% | +8.9% | -30.6% | -24.1% |
| 6M | -26.6% | +20.2% | -46.7% | -31.6% |
| YTD | -10.0% | +33.9% | -43.9% | -20.0% |
| 1Y | -0.8% | +34.7% | -35.5% | -12.2% |
| 3Y | +118.2% | +60.4% | +57.8% | +65.7% |
| 5Y | +90.6% | +43.5% | +47.1% | +52.1% |
| All | +90.6% | +41.7% | +48.9% | +52.1% |
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