+217.0%
MAS vs EVRG
+124.9%
+92.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.8% | +2.5% | -4.3% | -2.9% |
| 30D | +23.6% | +8.4% | +15.2% | +19.2% |
| 3M | +12.4% | +8.6% | +3.8% | +8.2% |
| 6M | +21.9% | +7.7% | +14.2% | +17.9% |
| YTD | +36.1% | +25.0% | +11.2% | +23.1% |
| 1Y | +39.5% | +18.7% | +20.7% | +29.0% |
| 3Y | +59.1% | +102.1% | -42.9% | +14.9% |
| 5Y | +44.4% | +66.8% | -22.4% | +12.7% |
| 10Y | +217.0% | +123.5% | +93.5% | +107.0% |
| All | +217.0% | +124.9% | +92.1% | +107.0% |
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