+43.5%
MAS vs EXEL
+262.4%
-218.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.1% | -2.4% |
| 7D | +4.6% | +3.8% | +0.8% | +3.8% |
| 30D | +19.9% | +17.8% | +2.1% | +16.4% |
| 3M | +8.9% | +21.2% | -12.3% | +5.1% |
| 6M | +20.2% | +54.7% | -34.5% | +11.2% |
| YTD | +33.9% | +56.8% | -22.9% | +23.4% |
| 1Y | +34.7% | +70.2% | -35.5% | +22.3% |
| 3Y | +60.4% | +227.2% | -166.8% | +26.3% |
| 5Y | +43.5% | +254.9% | -211.5% | +8.5% |
| All | +43.5% | +262.4% | -218.9% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling