+270.8%
KLAC vs MAS
+29.0%
+241.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.4% |
| 7D | +5.7% | -0.8% | +6.5% | +6.2% |
| 30D | -3.6% | -5.6% | +1.9% | -0.9% |
| 3M | -12.8% | +4.4% | -17.3% | -14.8% |
| 6M | +26.1% | +7.2% | +18.9% | +20.6% |
| YTD | +53.3% | +16.1% | +37.2% | +39.6% |
| 1Y | +113.7% | +0.1% | +113.6% | +109.8% |
| All | +270.8% | +29.0% | +241.8% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling