+2,060.2%
LLY vs MAS
+219.8%
+1,840.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.3% | -2.9% |
| 7D | -0.7% | +4.6% | -5.2% | -1.8% |
| 30D | +17.9% | +19.9% | -2.0% | +12.7% |
| 3M | +16.8% | +8.9% | +7.9% | +14.1% |
| 6M | +38.4% | +20.2% | +18.3% | +31.1% |
| YTD | +27.6% | +33.9% | -6.3% | +16.9% |
| 1Y | +48.3% | +34.7% | +13.7% | +35.6% |
| 3Y | +145.4% | +60.4% | +85.0% | +110.1% |
| 5Y | +438.9% | +43.5% | +395.5% | +366.9% |
| All | +2,060.2% | +219.8% | +1,840.4% | +1,371.3% |
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