+438.9%
LLY vs MAS
+41.7%
+397.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.3% | -3.0% |
| 7D | -0.7% | +4.6% | -5.2% | -1.6% |
| 30D | +17.9% | +19.9% | -2.0% | +13.7% |
| 3M | +16.8% | +8.9% | +7.9% | +14.6% |
| 6M | +38.4% | +20.2% | +18.3% | +32.5% |
| YTD | +27.6% | +33.9% | -6.3% | +18.9% |
| 1Y | +48.3% | +34.7% | +13.7% | +37.9% |
| 3Y | +145.4% | +60.4% | +85.0% | +118.2% |
| 5Y | +438.9% | +43.5% | +395.5% | +415.1% |
| All | +438.9% | +41.7% | +397.2% | +415.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling