+11,260.3%
GOOGL vs MAS
+381.4%
+10,878.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.2% |
| 7D | -0.4% | +4.6% | -5.0% | -1.8% |
| 30D | -18.7% | +19.9% | -38.6% | -23.4% |
| 3M | -22.0% | +8.9% | -30.9% | -24.4% |
| 6M | -27.2% | +20.2% | -47.3% | -32.0% |
| YTD | -9.5% | +33.9% | -43.4% | -18.9% |
| 1Y | -0.4% | +34.7% | -35.0% | -11.0% |
| 3Y | +121.0% | +60.4% | +60.6% | +81.7% |
| 5Y | +91.6% | +43.5% | +48.2% | +61.5% |
| 10Y | +630.4% | +226.7% | +403.7% | +372.6% |
| All | +11,260.3% | +381.4% | +10,878.9% | +4,964.4% |
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 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