+11,516.0%
GOOGL vs MAS
+398.6%
+11,117.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.5% | +1.5% |
| 7D | -11.1% | +14.2% | -25.2% | -14.8% |
| 30D | -16.6% | +26.8% | -43.4% | -22.7% |
| 3M | -23.4% | +13.1% | -36.6% | -26.7% |
| 6M | -24.5% | +27.9% | -52.4% | -30.8% |
| YTD | -7.5% | +38.7% | -46.2% | -18.0% |
| 1Y | +4.4% | +40.4% | -36.0% | -7.9% |
| 3Y | +125.9% | +66.1% | +59.8% | +83.9% |
| 5Y | +96.7% | +47.4% | +49.3% | +64.5% |
| 10Y | +646.8% | +238.3% | +408.5% | +378.3% |
| All | +11,516.0% | +398.6% | +11,117.4% | +5,024.7% |
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 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