+13,507.3%
GOOGL vs MAS
+317.5%
+13,189.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 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% | -10.8% |
| 6M | +11.9% | +7.2% | +4.7% | +8.4% |
| YTD | +8.3% | +16.1% | -7.8% | +1.9% |
| 1Y | +46.2% | +0.1% | +46.1% | +43.3% |
| 3Y | +151.9% | +28.3% | +123.6% | +122.6% |
| 5Y | +137.7% | +30.5% | +107.2% | +107.2% |
| 10Y | +757.6% | +139.1% | +618.4% | +508.6% |
| All | +13,507.3% | +317.5% | +13,189.8% | +6,264.8% |
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 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