+35.3%
MAS vs EVRG
+45.5%
-10.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -5.6% | -1.0% | -4.6% | -5.2% |
| 3M | +4.4% | +0.4% | +4.0% | +4.4% |
| 6M | +7.2% | -0.8% | +8.0% | +7.7% |
| YTD | +16.1% | +15.3% | +0.8% | +8.7% |
| 1Y | +0.1% | +17.9% | -17.8% | -7.5% |
| 3Y | +28.3% | +71.9% | -43.6% | -2.0% |
| All | +35.3% | +45.5% | -10.2% | +9.6% |
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