+1,045.4%
ILMN vs MAS
+629.6%
+415.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.5% |
| 6M | +69.2% | +7.2% | +62.0% | +61.7% |
| YTD | +66.4% | +16.1% | +50.3% | +52.7% |
| 1Y | +123.4% | +0.1% | +123.3% | +117.3% |
| 3Y | +33.2% | +28.3% | +4.9% | +16.6% |
| 5Y | -52.0% | +30.5% | -82.4% | -58.6% |
| 10Y | +33.6% | +139.1% | -105.5% | -12.0% |
| All | +1,045.4% | +629.6% | +415.7% | +335.8% |
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