+1,682.0%
MAS vs LEN
+11,705.1%
-10,023.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.4% | +2.7% |
| 7D | +14.2% | +10.5% | +3.7% | +9.5% |
| 30D | +26.8% | +24.6% | +2.2% | +15.6% |
| 3M | +13.1% | +6.6% | +6.5% | +9.7% |
| 6M | +27.9% | +10.6% | +17.3% | +22.3% |
| YTD | +38.7% | -8.3% | +47.0% | +43.1% |
| 1Y | +40.4% | -22.5% | +62.9% | +54.8% |
| 3Y | +66.1% | -16.3% | +82.4% | +76.2% |
| 5Y | +47.4% | +2.1% | +45.3% | +42.9% |
| 10Y | +238.3% | +162.0% | +76.4% | +105.0% |
| All | +1,682.0% | +11,705.1% | -10,023.0% | +196.5% |
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