+40.4%
MAS vs WYNN
-30.6%
+70.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +3.6% | +12.4% | -8.8% | -1.3% |
| 30D | +23.8% | +16.2% | +7.7% | +16.3% |
| 3M | +14.4% | -14.6% | +29.0% | +20.4% |
| 6M | +19.7% | -14.3% | +34.1% | +25.6% |
| YTD | +36.0% | -26.9% | +62.9% | +50.6% |
| 1Y | +40.4% | -31.6% | +72.0% | +58.0% |
| All | +40.4% | -30.6% | +70.9% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling