+1,392.2%
MAS vs EVRG
+2,068.9%
-676.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -5.6% | -1.0% | -4.6% | -5.2% |
| 3M | +4.4% | +0.4% | +4.0% | +4.3% |
| 6M | +7.2% | -0.8% | +8.0% | +7.6% |
| YTD | +16.1% | +15.3% | +0.8% | +9.2% |
| 1Y | +0.1% | +17.9% | -17.8% | -6.9% |
| 3Y | +28.3% | +71.9% | -43.6% | +0.9% |
| 5Y | +30.5% | +45.3% | -14.8% | +9.3% |
| 10Y | +139.1% | +113.1% | +26.1% | +64.1% |
| All | +1,392.2% | +2,068.9% | -676.7% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling