-78.8%
LYFT vs MAS
+143.8%
-222.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -6.9% | +1.2% | -8.1% | -7.7% |
| 30D | +1.4% | +21.6% | -20.2% | -9.9% |
| 3M | +0.2% | +14.1% | -13.9% | -7.6% |
| 6M | +19.7% | +22.6% | -2.9% | +4.1% |
| YTD | -14.2% | +35.4% | -49.7% | -31.5% |
| 1Y | -32.4% | +37.5% | -69.9% | -46.8% |
| 3Y | +61.9% | +58.3% | +3.6% | +14.2% |
| 5Y | -68.6% | +39.1% | -107.7% | -76.5% |
| All | -78.8% | +143.8% | -222.6% | -89.8% |
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