-12.3%
NKE vs MAS
+214.9%
-227.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.7% |
| 7D | -0.2% | +2.4% | -2.6% | -1.4% |
| 30D | +12.3% | +19.8% | -7.5% | +2.5% |
| 3M | -7.1% | +9.8% | -17.0% | -11.7% |
| 6M | -10.3% | +15.8% | -26.1% | -17.9% |
| YTD | -37.8% | +31.8% | -69.6% | -47.6% |
| 1Y | -35.6% | +35.4% | -71.0% | -46.4% |
| 3Y | -61.4% | +59.2% | -120.6% | -71.1% |
| 5Y | -76.2% | +41.2% | -117.4% | -81.4% |
| All | -12.3% | +214.9% | -227.2% | -53.7% |
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 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