-78.6%
LYFT vs MAS
+109.0%
-187.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -4.3% |
| 7D | -5.5% | -0.8% | -4.8% | -5.1% |
| 30D | +1.5% | -5.6% | +7.0% | +5.0% |
| 3M | +18.4% | +4.4% | +14.0% | +13.9% |
| 6M | +20.8% | +7.2% | +13.6% | +12.4% |
| YTD | -13.7% | +16.1% | -29.8% | -24.3% |
| 1Y | -0.4% | +0.1% | -0.5% | -4.7% |
| 3Y | +35.5% | +28.3% | +7.2% | +9.0% |
| 5Y | -65.3% | +30.5% | -95.8% | -73.2% |
| All | -78.6% | +109.0% | -187.6% | -88.7% |
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