-59.0%
NKE vs MAS
+29.0%
-88.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.7% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | -8.6% | -5.6% | -3.0% | -6.4% |
| 3M | -11.0% | +4.4% | -15.5% | -13.8% |
| 6M | -33.2% | +7.2% | -40.4% | -36.6% |
| YTD | -38.1% | +16.1% | -54.2% | -43.9% |
| 1Y | -47.4% | +0.1% | -47.5% | -48.7% |
| All | -59.0% | +29.0% | -88.0% | -62.4% |
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