+143.2%
LLY vs MAS
+67.0%
+76.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.6% |
| 7D | +10.1% | +14.2% | -4.1% | +7.0% |
| 30D | +24.0% | +26.8% | -2.8% | +18.1% |
| 3M | +27.3% | +13.1% | +14.1% | +23.7% |
| 6M | +47.0% | +27.9% | +19.0% | +38.3% |
| YTD | +32.6% | +38.7% | -6.1% | +21.9% |
| 1Y | +57.3% | +40.4% | +17.0% | +44.2% |
| All | +143.2% | +67.0% | +76.2% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling