-78.3%
LYFT vs MAS
+144.4%
-222.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -0.6% | +3.0% | -3.6% | -2.6% |
| 30D | +3.0% | +22.4% | -19.4% | -8.8% |
| 3M | -0.9% | +14.5% | -15.4% | -8.8% |
| 6M | +24.1% | +27.1% | -3.0% | +5.6% |
| YTD | -12.3% | +35.8% | -48.1% | -30.1% |
| 1Y | -28.7% | +39.4% | -68.1% | -44.4% |
| 3Y | +73.8% | +60.3% | +13.5% | +21.6% |
| 5Y | -67.9% | +39.4% | -107.4% | -76.1% |
| All | -78.3% | +144.4% | -222.7% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling