-60.9%
NKE vs MAS
+59.6%
-120.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | +0.5% | +3.6% | -3.1% | -1.1% |
| 30D | +11.4% | +23.8% | -12.4% | +1.0% |
| 3M | -7.2% | +14.4% | -21.6% | -12.9% |
| 6M | -10.7% | +19.7% | -30.4% | -19.0% |
| YTD | -37.7% | +36.0% | -73.7% | -47.9% |
| 1Y | -34.3% | +40.4% | -74.7% | -46.0% |
| 3Y | -60.9% | +58.9% | -119.8% | -68.7% |
| All | -60.9% | +59.6% | -120.5% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling