+207.2%
KO vs MAS
+214.9%
-7.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | +11.5% | +19.8% | -8.4% | +7.0% |
| 3M | +10.8% | +9.8% | +1.0% | +8.3% |
| 6M | +22.3% | +15.8% | +6.5% | +17.4% |
| YTD | +39.5% | +31.8% | +7.7% | +29.0% |
| 1Y | +42.2% | +35.4% | +6.8% | +30.5% |
| 3Y | +83.1% | +59.2% | +23.9% | +56.4% |
| 5Y | +94.8% | +41.2% | +53.6% | +68.6% |
| All | +207.2% | +214.9% | -7.7% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling