+4,641.2%
KO vs MAS
+1,664.8%
+2,976.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.4% | +0.5% |
| 7D | +3.1% | +4.6% | -1.4% | +2.3% |
| 30D | +11.1% | +19.9% | -8.8% | +7.7% |
| 3M | +10.9% | +8.9% | +2.0% | +9.2% |
| 6M | +23.5% | +20.2% | +3.3% | +19.1% |
| YTD | +39.6% | +33.9% | +5.7% | +31.6% |
| 1Y | +43.4% | +34.7% | +8.8% | +35.1% |
| 3Y | +83.9% | +60.4% | +23.5% | +65.8% |
| 5Y | +95.0% | +43.5% | +51.5% | +76.8% |
| 10Y | +213.1% | +226.7% | -13.6% | +144.1% |
| All | +4,641.2% | +1,664.8% | +2,976.4% | +2,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling