+682.1%
MAS vs WYNN
+1,100.6%
-418.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -3.0% |
| 7D | +2.4% | +11.3% | -9.0% | -1.0% |
| 30D | +19.8% | +10.9% | +9.0% | +16.1% |
| 3M | +9.8% | -17.9% | +27.8% | +16.5% |
| 6M | +15.8% | -22.3% | +38.1% | +24.5% |
| YTD | +31.8% | -30.4% | +62.2% | +46.3% |
| 1Y | +35.4% | -31.5% | +66.9% | +50.7% |
| 3Y | +59.2% | -9.9% | +69.1% | +58.6% |
| 5Y | +41.2% | -11.1% | +52.4% | +33.9% |
| 10Y | +221.6% | +6.2% | +215.4% | +130.9% |
| All | +682.1% | +1,100.6% | -418.4% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling