+143.3%
MAS vs WYNN
+5.3%
+138.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.7% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -6.7% | -11.8% | +5.0% | -4.1% |
| 3M | -3.7% | -15.8% | +12.1% | 0.0% |
| 6M | +9.0% | -10.7% | +19.7% | +11.6% |
| YTD | +10.8% | -24.5% | +35.3% | +17.6% |
| 1Y | -3.8% | -25.0% | +21.3% | +1.8% |
| 3Y | +30.0% | -1.8% | +31.8% | +27.4% |
| 5Y | +28.2% | -10.0% | +38.2% | +23.3% |
| 10Y | +143.3% | +3.2% | +140.1% | +107.5% |
| All | +143.3% | +5.3% | +138.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WYNN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling