+31.5%
LYFT vs MAS
+28.4%
+3.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.1% | -7.1% |
| 7D | -14.1% | -2.2% | -11.9% | -13.0% |
| 30D | -13.7% | -6.7% | -6.9% | -10.3% |
| 3M | +7.4% | -3.7% | +11.1% | +8.6% |
| 6M | +8.3% | +9.0% | -0.7% | +0.1% |
| YTD | -23.1% | +10.8% | -33.9% | -30.3% |
| 1Y | -19.0% | -3.8% | -15.2% | -19.4% |
| All | +31.5% | +28.4% | +3.1% | +5.2% |
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