+148,466.4%
MSFT vs MAS
+1,727.7%
+146,738.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.6% | +1.0% | +5.1% |
| 7D | +4.7% | +14.2% | -9.5% | +0.8% |
| 30D | +5.8% | +26.8% | -21.0% | -1.3% |
| 3M | +13.0% | +13.1% | -0.1% | +8.7% |
| 6M | +34.9% | +27.9% | +7.0% | +24.4% |
| YTD | +15.7% | +38.7% | -23.0% | +3.2% |
| 1Y | +9.0% | +40.4% | -31.4% | -3.3% |
| 3Y | +61.2% | +66.1% | -4.9% | +33.2% |
| 5Y | +72.1% | +47.4% | +24.7% | +45.7% |
| 10Y | +966.1% | +238.3% | +727.8% | +605.6% |
| All | +148,466.4% | +1,727.7% | +146,738.7% | +51,645.7% |
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