+898.9%
MSFT vs MAS
+219.8%
+679.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.1% | -2.3% |
| 7D | +1.1% | +4.6% | -3.5% | -0.5% |
| 30D | +1.3% | +19.9% | -18.6% | -5.5% |
| 3M | +10.2% | +8.9% | +1.3% | +6.3% |
| 6M | +30.8% | +20.2% | +10.6% | +20.3% |
| YTD | +11.5% | +33.9% | -22.4% | -3.3% |
| 1Y | +6.5% | +34.7% | -28.1% | -8.1% |
| 3Y | +55.5% | +60.4% | -4.9% | +17.9% |
| 5Y | +66.2% | +43.5% | +22.7% | +29.5% |
| All | +898.9% | +219.8% | +679.1% | +448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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