-19.5%
IBM vs MAS
+32.0%
-51.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.7% |
| 7D | -5.0% | +2.0% | -6.9% | -5.1% |
| 30D | +11.1% | +19.4% | -8.3% | +9.8% |
| 3M | +5.7% | +9.4% | -3.7% | +4.8% |
| 6M | +10.1% | +15.3% | -5.2% | +8.7% |
| YTD | -15.6% | +31.3% | -46.9% | -18.9% |
| 1Y | -19.5% | +34.9% | -54.4% | -23.5% |
| All | -19.5% | +32.0% | -51.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling