+2,413.6%
IBM vs MAS
+1,430.5%
+983.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +0.3% | -5.6% | +5.8% | +1.6% |
| 3M | -21.6% | +4.4% | -26.1% | -22.9% |
| 6M | -4.7% | +7.2% | -11.9% | -7.4% |
| YTD | -19.1% | +16.1% | -35.2% | -23.1% |
| 1Y | -2.5% | +0.1% | -2.6% | -4.2% |
| 3Y | +74.2% | +28.3% | +45.9% | +59.3% |
| 5Y | +113.1% | +30.5% | +82.7% | +90.8% |
| 10Y | +133.5% | +139.1% | -5.6% | +78.8% |
| All | +2,413.6% | +1,430.5% | +983.1% | +1,002.9% |
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