-75.5%
NKE vs MAS
+43.0%
-118.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -4.6% | +1.2% | -5.7% | -5.1% |
| 30D | +6.9% | +21.6% | -14.7% | -3.3% |
| 3M | -5.8% | +14.1% | -19.9% | -12.1% |
| 6M | -9.1% | +22.6% | -31.7% | -19.5% |
| YTD | -39.2% | +35.4% | -74.6% | -49.8% |
| 1Y | -39.2% | +37.5% | -76.7% | -50.3% |
| 3Y | -61.8% | +58.3% | -120.2% | -72.0% |
| 5Y | -75.5% | +39.1% | -114.6% | -80.9% |
| All | -75.5% | +43.0% | -118.6% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling