-32.2%
NKE vs MAS
+40.8%
-73.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.5% | -1.2% | +1.6% |
| 7D | +1.9% | +3.3% | -1.3% | +0.7% |
| 30D | +14.9% | +25.5% | -10.6% | +6.0% |
| 3M | -3.4% | +11.8% | -15.1% | -7.5% |
| 6M | -7.9% | +21.3% | -29.2% | -15.5% |
| YTD | -35.8% | +37.7% | -73.5% | -46.6% |
| All | -32.2% | +40.8% | -73.1% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling