+2,187.5%
LLY vs MAS
+241.3%
+1,946.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.8% |
| 7D | +10.1% | +14.2% | -4.1% | +6.4% |
| 30D | +24.0% | +26.8% | -2.8% | +16.9% |
| 3M | +27.3% | +13.1% | +14.1% | +23.1% |
| 6M | +47.0% | +27.9% | +19.0% | +36.9% |
| YTD | +32.6% | +38.7% | -6.1% | +20.4% |
| 1Y | +57.3% | +40.4% | +17.0% | +42.3% |
| 3Y | +154.9% | +66.1% | +88.8% | +116.3% |
| 5Y | +447.5% | +47.4% | +400.1% | +371.2% |
| 10Y | +2,187.5% | +238.3% | +1,949.2% | +1,421.9% |
| All | +2,187.5% | +241.3% | +1,946.2% | +1,421.9% |
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 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