-35.6%
NKE vs MAS
+32.0%
-67.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.7% |
| 7D | -0.2% | +2.0% | -2.2% | -0.9% |
| 30D | +12.3% | +19.4% | -7.1% | +5.6% |
| 3M | -7.1% | +9.4% | -16.6% | -10.3% |
| 6M | -10.3% | +15.3% | -25.7% | -16.1% |
| YTD | -37.8% | +31.3% | -69.1% | -47.3% |
| 1Y | -35.6% | +34.9% | -70.5% | -46.2% |
| All | -35.6% | +32.0% | -67.6% | -46.2% |
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