+142.1%
IBM vs MAS
+41.7%
+100.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.1% |
| 7D | -4.3% | +4.6% | -8.9% | -5.2% |
| 30D | +11.7% | +19.9% | -8.2% | +7.5% |
| 3M | +5.5% | +8.9% | -3.4% | +3.5% |
| 6M | +9.5% | +20.2% | -10.7% | +4.4% |
| YTD | -14.9% | +33.9% | -48.8% | -21.5% |
| 1Y | -17.4% | +34.7% | -52.0% | -23.9% |
| 3Y | +83.3% | +60.4% | +22.9% | +58.8% |
| 5Y | +142.1% | +43.5% | +98.6% | +103.7% |
| All | +142.1% | +41.7% | +100.4% | +103.7% |
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 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