+2,047.5%
KLAC vs MAS
+214.9%
+1,832.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.7% |
| 7D | -12.3% | +2.4% | -14.6% | -13.8% |
| 30D | -29.6% | +19.8% | -49.5% | -38.0% |
| 3M | -28.2% | +9.8% | -38.1% | -33.3% |
| 6M | -23.6% | +15.8% | -39.3% | -31.7% |
| YTD | +14.4% | +31.8% | -17.4% | -7.9% |
| 1Y | +15.4% | +35.4% | -20.0% | -9.1% |
| 3Y | +184.3% | +59.2% | +125.1% | +92.1% |
| 5Y | +248.9% | +41.2% | +207.6% | +152.2% |
| All | +2,047.5% | +214.9% | +1,832.7% | +785.9% |
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