+298.6%
KLAC vs MAS
+43.0%
+255.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | +21.2% | +1.2% | +20.0% | +20.4% |
| 30D | -14.5% | +21.6% | -36.1% | -24.3% |
| 3M | -24.4% | +14.1% | -38.5% | -30.6% |
| 6M | -12.9% | +22.6% | -35.6% | -23.9% |
| YTD | +29.9% | +35.4% | -5.5% | +4.9% |
| 1Y | +31.9% | +37.5% | -5.6% | +5.2% |
| 3Y | +201.5% | +58.3% | +143.2% | +108.3% |
| 5Y | +298.6% | +39.1% | +259.5% | +219.7% |
| All | +298.6% | +43.0% | +255.5% | +219.7% |
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