+38.3%
MAS vs EVRG
+66.7%
-28.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +3.0% | +1.4% | +1.6% | +2.3% |
| 30D | +22.4% | +7.4% | +15.0% | +18.2% |
| 3M | +14.5% | +7.2% | +7.3% | +10.6% |
| 6M | +27.1% | +9.5% | +17.7% | +21.8% |
| YTD | +35.8% | +25.6% | +10.2% | +21.6% |
| 1Y | +39.4% | +20.4% | +19.1% | +27.3% |
| 3Y | +60.3% | +108.8% | -48.6% | +10.0% |
| All | +38.3% | +66.7% | -28.4% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling