+470.0%
KLAC vs MAS
+32.0%
+438.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.2% |
| 7D | +5.7% | -0.8% | +6.5% | +6.3% |
| 30D | -3.6% | -5.6% | +1.9% | -0.4% |
| 3M | -12.8% | +4.4% | -17.3% | -15.4% |
| 6M | +26.1% | +7.2% | +18.9% | +19.5% |
| YTD | +53.3% | +16.1% | +37.2% | +36.8% |
| 1Y | +113.7% | +0.1% | +113.6% | +108.4% |
| 3Y | +274.9% | +28.3% | +246.6% | +198.7% |
| All | +470.0% | +32.0% | +438.0% | +356.8% |
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