+62.5%
ILMN vs MAS
+24.1%
+38.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.6% | -10.5% | -4.7% |
| 7D | -21.6% | +14.2% | -35.7% | -21.7% |
| 30D | -22.9% | +26.8% | -49.7% | -23.9% |
| 3M | +11.6% | +13.1% | -1.5% | +12.1% |
| 6M | +62.5% | +27.9% | +34.6% | +55.9% |
| All | +62.5% | +24.1% | +38.4% | +55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling