+13,444.1%
GOOG vs MAS
+317.5%
+13,126.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 6M | +10.7% | +7.2% | +3.5% | +7.2% |
| YTD | +7.1% | +16.1% | -9.0% | +0.7% |
| 1Y | +44.6% | +0.1% | +44.5% | +41.7% |
| 3Y | +147.4% | +28.3% | +119.1% | +118.6% |
| 5Y | +133.8% | +30.5% | +103.3% | +103.8% |
| 10Y | +777.5% | +139.1% | +638.4% | +522.8% |
| All | +13,444.1% | +317.5% | +13,126.6% | +6,234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling