+2,621.5%
IBM vs MAS
+1,727.7%
+893.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.4% |
| 7D | +0.4% | +14.2% | -13.7% | -2.7% |
| 30D | +14.8% | +26.8% | -12.0% | +8.5% |
| 3M | +8.9% | +13.1% | -4.2% | +5.6% |
| 6M | +12.4% | +27.9% | -15.5% | +5.2% |
| YTD | -12.4% | +38.7% | -51.1% | -20.2% |
| 1Y | -13.3% | +40.4% | -53.6% | -21.3% |
| 3Y | +88.6% | +66.1% | +22.5% | +62.3% |
| 5Y | +154.8% | +47.4% | +107.4% | +121.7% |
| 10Y | +164.7% | +238.3% | -73.7% | +87.6% |
| All | +2,621.5% | +1,727.7% | +893.8% | +1,044.2% |
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