+215.9%
MAS vs EVRG
+121.0%
+94.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | +2.0% | +1.9% | +0.1% | +1.1% |
| 30D | +19.4% | +9.0% | +10.4% | +14.8% |
| 3M | +9.4% | +6.3% | +3.1% | +6.4% |
| 6M | +15.3% | +9.9% | +5.4% | +10.6% |
| YTD | +31.3% | +23.8% | +7.5% | +19.3% |
| 1Y | +34.9% | +19.9% | +15.0% | +24.2% |
| 3Y | +58.6% | +94.3% | -35.7% | +16.5% |
| 5Y | +40.7% | +64.6% | -23.9% | +10.5% |
| All | +215.9% | +121.0% | +94.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling