+2,047.5%
KLAC vs MAS
+213.7%
+1,833.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.9% | +8.6% | +7.9% |
| 7D | -12.3% | +2.0% | -14.3% | -13.6% |
| 30D | -29.6% | +19.4% | -49.0% | -37.9% |
| 3M | -28.2% | +9.4% | -37.7% | -33.2% |
| 6M | -23.6% | +15.3% | -38.9% | -31.6% |
| YTD | +14.4% | +31.3% | -16.9% | -7.7% |
| 1Y | +15.4% | +34.9% | -19.4% | -8.9% |
| 3Y | +184.3% | +58.6% | +125.7% | +92.5% |
| 5Y | +248.9% | +40.7% | +208.2% | +152.8% |
| All | +2,047.5% | +213.7% | +1,833.9% | +787.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling