+209.7%
KO vs MAS
+230.1%
-20.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.6% |
| 7D | +0.2% | +3.3% | -3.1% | -0.6% |
| 30D | +9.1% | +25.5% | -16.4% | +3.6% |
| 3M | +11.0% | +11.8% | -0.8% | +8.0% |
| 6M | +24.0% | +21.3% | +2.7% | +17.8% |
| YTD | +40.0% | +37.7% | +2.3% | +28.2% |
| 1Y | +39.7% | +41.0% | -1.3% | +27.1% |
| 3Y | +84.8% | +63.0% | +21.8% | +57.2% |
| 5Y | +96.8% | +44.1% | +52.7% | +69.9% |
| 10Y | +209.7% | +224.3% | -14.5% | +110.1% |
| All | +209.7% | +230.1% | -20.4% | +110.1% |
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