+238.3%
MAS vs LSCC
+1,337.7%
-1,099.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.4% | +5.4% |
| 7D | +14.2% | +3.0% | +11.2% | +13.1% |
| 30D | +26.8% | -19.3% | +46.1% | +32.0% |
| 3M | +13.1% | -22.3% | +35.4% | +18.1% |
| 6M | +27.9% | -14.6% | +42.5% | +28.6% |
| YTD | +38.7% | +45.8% | -7.1% | +20.8% |
| 1Y | +40.4% | +69.6% | -29.2% | +17.5% |
| 3Y | +66.1% | +86.1% | -20.0% | +27.5% |
| 5Y | +47.4% | +30.7% | +16.7% | +16.5% |
| 10Y | +238.3% | +1,283.9% | -1,045.5% | +50.3% |
| All | +238.3% | +1,337.7% | -1,099.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling