+1,089.0%
ILMN vs MAS
+771.3%
+317.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.6% | -10.5% | -7.1% |
| 7D | -21.6% | +14.2% | -35.7% | -25.9% |
| 30D | -22.9% | +26.8% | -49.7% | -30.4% |
| 3M | +11.6% | +13.1% | -1.5% | +5.2% |
| 6M | +62.5% | +27.9% | +34.6% | +44.5% |
| YTD | +72.7% | +38.7% | +34.1% | +46.4% |
| 1Y | +93.9% | +40.4% | +53.5% | +63.3% |
| 3Y | +99.2% | +66.1% | +33.1% | +56.0% |
| 5Y | -44.8% | +47.4% | -92.2% | -55.0% |
| 10Y | +73.0% | +238.3% | -165.4% | -1.2% |
| All | +1,089.0% | +771.3% | +317.7% | +317.9% |
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