+4,235.9%
KO vs MAS
+1,430.5%
+2,805.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | +1.4% | -5.6% | +7.0% | +2.3% |
| 3M | +15.4% | +4.4% | +10.9% | +14.1% |
| 6M | +14.3% | +7.2% | +7.1% | +12.2% |
| YTD | +27.7% | +16.1% | +11.6% | +23.4% |
| 1Y | +32.7% | +0.1% | +32.6% | +31.3% |
| 3Y | +62.2% | +28.3% | +33.9% | +51.8% |
| 5Y | +80.0% | +30.5% | +49.5% | +65.8% |
| 10Y | +175.6% | +139.1% | +36.5% | +125.7% |
| All | +4,235.9% | +1,430.5% | +2,805.4% | +2,262.5% |
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