+1,392.2%
MAS vs LEN
+10,533.4%
-9,141.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.8% | -3.2% | +2.4% | +0.6% |
| 30D | -5.6% | -4.9% | -0.7% | -3.6% |
| 3M | +4.4% | -8.5% | +12.9% | +8.5% |
| 6M | +7.2% | -20.7% | +27.9% | +18.1% |
| YTD | +16.1% | -17.4% | +33.5% | +25.7% |
| 1Y | +0.1% | -38.2% | +38.3% | +21.6% |
| 3Y | +28.3% | -24.9% | +53.2% | +42.9% |
| 5Y | +30.5% | -11.4% | +41.9% | +34.4% |
| 10Y | +139.1% | +110.0% | +29.1% | +59.2% |
| All | +1,392.2% | +10,533.4% | -9,141.2% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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