+47.4%
MAS vs COO
-38.9%
+86.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +2.9% |
| 7D | +14.2% | +8.4% | +5.7% | +10.1% |
| 30D | +26.8% | +13.5% | +13.3% | +19.8% |
| 3M | +13.1% | -13.8% | +26.9% | +20.2% |
| 6M | +27.9% | +4.7% | +23.2% | +23.7% |
| YTD | +38.7% | -21.4% | +60.1% | +53.2% |
| 1Y | +40.4% | -6.7% | +47.1% | +42.8% |
| 3Y | +66.1% | -23.0% | +89.1% | +77.2% |
| 5Y | +47.4% | -38.7% | +86.1% | +68.1% |
| All | +47.4% | -38.9% | +86.3% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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