+224.3%
MAS vs WYNN
+14.3%
+210.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.5% |
| 7D | +3.3% | +11.6% | -8.3% | +0.7% |
| 30D | +25.5% | +15.4% | +10.1% | +21.4% |
| 3M | +11.8% | -15.2% | +27.0% | +16.0% |
| 6M | +21.3% | -14.9% | +36.2% | +25.6% |
| YTD | +37.7% | -27.4% | +65.2% | +47.5% |
| 1Y | +41.0% | -30.6% | +71.6% | +52.4% |
| 3Y | +63.0% | -1.4% | +64.4% | +59.7% |
| 5Y | +44.1% | -4.5% | +48.7% | +37.6% |
| 10Y | +224.3% | +11.1% | +213.2% | +178.6% |
| All | +224.3% | +14.3% | +210.0% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling