+41.1%
KO vs MAS
+39.0%
+2.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +2.2% | +3.6% | -1.4% | +1.9% |
| 30D | +10.1% | +23.8% | -13.8% | +8.1% |
| 3M | +12.2% | +14.4% | -2.2% | +10.8% |
| 6M | +25.1% | +19.7% | +5.4% | +23.2% |
| YTD | +41.3% | +36.0% | +5.4% | +34.4% |
| 1Y | +41.1% | +40.4% | +0.7% | +32.9% |
| All | +41.1% | +39.0% | +2.1% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling