+1,392.2%
MAS vs COO
+5,988.7%
-4,596.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -0.8% | -2.2% | +1.5% | -0.5% |
| 30D | -5.6% | -7.0% | +1.5% | -4.8% |
| 3M | +4.4% | +12.2% | -7.8% | +3.1% |
| 6M | +7.2% | -15.1% | +22.3% | +9.1% |
| YTD | +16.1% | -15.1% | +31.2% | +18.2% |
| 1Y | +0.1% | +2.3% | -2.2% | -0.2% |
| 3Y | +28.3% | -23.7% | +52.0% | +31.5% |
| 5Y | +30.5% | -38.9% | +69.4% | +36.5% |
| 10Y | +139.1% | +49.9% | +89.2% | +129.6% |
| All | +1,392.2% | +5,988.7% | -4,596.5% | +1,048.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling