+1,620.6%
MAS vs EVRG
+2,225.1%
-604.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.0% |
| 7D | +4.6% | +2.3% | +2.2% | +3.5% |
| 30D | +19.9% | +8.8% | +11.1% | +15.6% |
| 3M | +8.9% | +6.1% | +2.8% | +6.1% |
| 6M | +20.2% | +8.9% | +11.2% | +15.9% |
| YTD | +33.9% | +23.6% | +10.2% | +22.2% |
| 1Y | +34.7% | +17.8% | +16.8% | +25.4% |
| 3Y | +60.4% | +92.9% | -32.5% | +20.1% |
| 5Y | +43.5% | +64.4% | -20.9% | +14.2% |
| 10Y | +226.7% | +121.4% | +105.3% | +120.4% |
| All | +1,620.6% | +2,225.1% | -604.4% | +454.2% |
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