+252.2%
KLAC vs MAS
+39.2%
+213.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.9% | +8.6% | +7.8% |
| 7D | -12.3% | +2.0% | -14.3% | -13.5% |
| 30D | -29.6% | +19.4% | -49.0% | -37.1% |
| 3M | -28.2% | +9.4% | -37.7% | -32.7% |
| 6M | -23.6% | +15.3% | -38.9% | -30.8% |
| YTD | +14.4% | +31.3% | -16.9% | -6.1% |
| 1Y | +15.4% | +34.9% | -19.4% | -7.1% |
| 3Y | +184.3% | +58.6% | +125.7% | +95.3% |
| All | +252.2% | +39.2% | +213.0% | +179.5% |
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