-70.5%
LYFT vs MAS
+30.3%
-100.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.1% | -7.0% |
| 7D | -14.1% | -2.2% | -11.9% | -12.9% |
| 30D | -13.7% | -6.7% | -6.9% | -10.0% |
| 3M | +7.4% | -3.7% | +11.1% | +8.8% |
| 6M | +8.3% | +9.0% | -0.7% | -0.4% |
| YTD | -23.1% | +10.8% | -33.9% | -30.6% |
| 1Y | -19.0% | -3.8% | -15.2% | -20.1% |
| 3Y | +37.7% | +30.0% | +7.7% | +8.7% |
| 5Y | -70.5% | +28.2% | -98.7% | -75.0% |
| All | -70.5% | +30.3% | -100.8% | -75.0% |
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 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