+40.7%
ILMN vs MAS
+29.0%
+11.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +9.2% | -5.6% | +14.7% | +11.6% |
| 3M | +29.8% | +4.4% | +25.4% | +25.6% |
| 6M | +69.2% | +7.2% | +62.0% | +60.3% |
| YTD | +66.4% | +16.1% | +50.3% | +48.6% |
| 1Y | +123.4% | +0.1% | +123.3% | +117.5% |
| All | +40.7% | +29.0% | +11.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling