+137.2%
MAS vs LUMN
-55.8%
+193.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -5.7% | +2.5% | -8.3% | -6.0% |
| 30D | -7.8% | +10.3% | -18.1% | -8.8% |
| 3M | -6.7% | -18.3% | +11.6% | -5.1% |
| 6M | +10.7% | +4.4% | +6.3% | +9.1% |
| YTD | +9.4% | -10.7% | +20.1% | +8.5% |
| 1Y | -7.2% | +14.0% | -21.2% | -11.6% |
| 3Y | +27.5% | +406.6% | -379.1% | -14.6% |
| 5Y | +26.4% | -36.8% | +63.2% | +22.5% |
| All | +137.2% | -55.8% | +193.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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