+35.1%
MAS vs WYNN
-0.2%
+35.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -3.9% | +3.2% | +0.6% |
| 30D | -5.6% | -9.3% | +3.7% | -2.5% |
| 3M | +4.4% | -11.4% | +15.9% | +8.5% |
| 6M | +7.2% | -11.0% | +18.2% | +10.9% |
| YTD | +16.1% | -23.4% | +39.5% | +25.8% |
| 1Y | +0.1% | -24.8% | +24.9% | +8.2% |
| All | +35.1% | -0.2% | +35.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling