+136.8%
GOOGL vs MAS
+32.0%
+104.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -6.6% | -5.6% | -1.0% | -5.0% |
| 3M | -8.9% | +4.4% | -13.4% | -11.0% |
| 6M | +11.9% | +7.2% | +4.7% | +7.8% |
| YTD | +8.3% | +16.1% | -7.8% | +0.9% |
| 1Y | +46.2% | +0.1% | +46.1% | +43.0% |
| 3Y | +151.9% | +28.3% | +123.6% | +109.4% |
| All | +136.8% | +32.0% | +104.8% | +86.0% |
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