+118.8%
GOOGL vs MAS
+59.6%
+59.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +2.6% | +3.6% | -1.0% | +2.2% |
| 30D | -18.3% | +23.8% | -42.1% | -20.4% |
| 3M | -19.6% | +14.4% | -34.0% | -20.9% |
| 6M | -28.2% | +19.7% | -48.0% | -30.1% |
| YTD | -8.0% | +36.0% | -44.0% | -12.3% |
| 1Y | -0.7% | +40.4% | -41.0% | -5.8% |
| 3Y | +118.8% | +58.9% | +59.9% | +107.4% |
| All | +118.8% | +59.6% | +59.2% | +107.4% |
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 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