+151.7%
GOOGL vs MAS
+29.0%
+122.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -6.6% | -5.6% | -1.0% | -5.8% |
| 3M | -8.9% | +4.4% | -13.4% | -9.9% |
| 6M | +11.9% | +7.2% | +4.7% | +9.8% |
| YTD | +8.3% | +16.1% | -7.8% | +5.0% |
| 1Y | +46.2% | +0.1% | +46.1% | +44.6% |
| All | +151.7% | +29.0% | +122.6% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling