+37.9%
MAS vs WYNN
-9.6%
+47.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -3.0% |
| 7D | +2.4% | +11.3% | -9.0% | -0.8% |
| 30D | +19.8% | +10.9% | +9.0% | +16.2% |
| 3M | +9.8% | -17.9% | +27.8% | +16.1% |
| 6M | +15.8% | -22.3% | +38.1% | +24.0% |
| YTD | +31.8% | -30.4% | +62.2% | +45.3% |
| 1Y | +35.4% | -31.5% | +66.9% | +49.6% |
| 3Y | +59.2% | -9.9% | +69.1% | +57.7% |
| All | +37.9% | -9.6% | +47.5% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling