+174.8%
KO vs MAS
+137.9%
+36.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +1.4% | -5.6% | +7.0% | +2.6% |
| 3M | +15.4% | +4.4% | +10.9% | +13.6% |
| 6M | +14.3% | +7.2% | +7.1% | +11.3% |
| YTD | +27.7% | +16.1% | +11.6% | +21.6% |
| 1Y | +32.7% | +0.1% | +32.6% | +30.7% |
| 3Y | +62.2% | +28.3% | +33.9% | +46.2% |
| 5Y | +80.0% | +30.5% | +49.5% | +58.0% |
| All | +174.8% | +137.9% | +36.9% | +98.9% |
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