+490.1%
MAS vs SNY
+276.1%
+214.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | +2.0% | +6.1% | -4.1% | -0.8% |
| 30D | +19.4% | +17.0% | +2.4% | +11.0% |
| 3M | +9.4% | +9.7% | -0.3% | +4.8% |
| 6M | +15.3% | +7.5% | +7.9% | +11.2% |
| YTD | +31.3% | +2.5% | +28.9% | +29.2% |
| 1Y | +34.9% | +0.3% | +34.5% | +33.9% |
| 3Y | +58.6% | +19.5% | +39.1% | +40.5% |
| 5Y | +40.7% | +13.6% | +27.1% | +22.0% |
| 10Y | +220.4% | +77.5% | +142.9% | +112.4% |
| All | +490.1% | +276.1% | +214.1% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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