+644.2%
MAS vs EXEL
+334.5%
+309.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.1% | -2.6% |
| 7D | +4.6% | +3.8% | +0.8% | +3.9% |
| 30D | +19.9% | +17.8% | +2.1% | +16.8% |
| 3M | +8.9% | +21.2% | -12.3% | +5.6% |
| 6M | +20.2% | +54.7% | -34.5% | +12.0% |
| YTD | +33.9% | +56.8% | -22.9% | +24.3% |
| 1Y | +34.7% | +70.2% | -35.5% | +23.4% |
| 3Y | +60.4% | +227.2% | -166.8% | +30.0% |
| 5Y | +43.5% | +254.9% | -211.5% | +13.4% |
| 10Y | +226.7% | +476.9% | -250.2% | +120.0% |
| All | +644.2% | +334.5% | +309.7% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling