+227.0%
KLAC vs MAS
+41.7%
+185.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -3.4% | -9.9% | -11.4% |
| 7D | -22.5% | +4.6% | -27.0% | -24.6% |
| 30D | -34.3% | +19.9% | -54.1% | -41.4% |
| 3M | -32.6% | +8.9% | -41.5% | -36.5% |
| 6M | -24.9% | +20.2% | -45.1% | -33.6% |
| YTD | +7.2% | +33.9% | -26.7% | -12.9% |
| 1Y | +6.3% | +34.7% | -28.3% | -14.1% |
| 3Y | +166.1% | +60.4% | +105.7% | +81.9% |
| 5Y | +227.0% | +43.5% | +183.5% | +156.4% |
| All | +227.0% | +41.7% | +185.3% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling