-80.4%
LYFT vs MAS
+97.0%
-177.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.2% |
| 7D | -8.4% | -5.7% | -2.6% | -5.0% |
| 30D | -7.6% | -7.8% | +0.2% | -2.9% |
| 3M | +11.7% | -6.7% | +18.4% | +15.4% |
| 6M | +15.1% | +10.7% | +4.4% | +4.7% |
| YTD | -20.9% | +9.4% | -30.3% | -28.1% |
| 1Y | -16.4% | -7.2% | -9.2% | -15.7% |
| 3Y | +35.2% | +27.5% | +7.7% | +9.0% |
| 5Y | -69.4% | +26.4% | -95.7% | -75.8% |
| All | -80.4% | +97.0% | -177.4% | -89.3% |
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