+34.9%
MAS vs EXEL
+73.7%
-38.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +19.4% | +19.0% | +0.3% | +13.9% |
| 3M | +9.4% | +33.3% | -23.9% | +1.1% |
| 6M | +15.3% | +42.9% | -27.5% | +5.3% |
| YTD | +31.3% | +58.7% | -27.4% | +16.2% |
| 1Y | +34.9% | +70.5% | -35.7% | +16.5% |
| All | +34.9% | +73.7% | -38.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling