+222.7%
KO vs MAS
+219.2%
+3.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.4% |
| 30D | +10.1% | +23.8% | -13.8% | +4.9% |
| 3M | +12.2% | +14.4% | -2.2% | +8.7% |
| 6M | +25.1% | +19.7% | +5.4% | +19.2% |
| YTD | +41.3% | +36.0% | +5.4% | +29.7% |
| 1Y | +41.1% | +40.4% | +0.7% | +28.4% |
| 3Y | +86.3% | +58.9% | +27.3% | +59.3% |
| 5Y | +97.8% | +44.5% | +53.2% | +70.3% |
| 10Y | +222.7% | +214.8% | +8.0% | +117.7% |
| All | +222.7% | +219.2% | +3.5% | +117.7% |
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 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