-0.4%
GOOGL vs MAS
+37.4%
-37.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.9% |
| 7D | -0.4% | +4.6% | -5.0% | -0.8% |
| 30D | -18.7% | +19.9% | -38.6% | -20.4% |
| 3M | -22.0% | +8.9% | -30.9% | -22.5% |
| 6M | -27.2% | +20.2% | -47.3% | -29.2% |
| YTD | -9.5% | +33.9% | -43.4% | -13.4% |
| 1Y | -0.4% | +34.7% | -35.0% | -4.7% |
| All | -0.4% | +37.4% | -37.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling