+143,155.1%
MSFT vs MAS
+1,664.8%
+141,490.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.1% | -2.6% |
| 7D | +1.1% | +4.6% | -3.5% | -0.2% |
| 30D | +1.3% | +19.9% | -18.6% | -4.0% |
| 3M | +10.2% | +8.9% | +1.3% | +7.1% |
| 6M | +30.8% | +20.2% | +10.6% | +22.8% |
| YTD | +11.5% | +33.9% | -22.4% | +0.5% |
| 1Y | +6.5% | +34.7% | -28.1% | -4.3% |
| 3Y | +55.5% | +60.4% | -4.9% | +29.7% |
| 5Y | +66.2% | +43.5% | +22.7% | +41.8% |
| 10Y | +928.0% | +226.7% | +701.3% | +587.2% |
| All | +143,155.1% | +1,664.8% | +141,490.4% | +50,298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling