-74.1%
NKE vs MAS
+32.0%
-106.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.9% |
| 7D | -2.0% | -0.8% | -1.3% | -1.6% |
| 30D | -8.6% | -5.6% | -3.0% | -6.0% |
| 3M | -11.0% | +4.4% | -15.5% | -14.2% |
| 6M | -33.2% | +7.2% | -40.4% | -37.2% |
| YTD | -38.1% | +16.1% | -54.2% | -44.7% |
| 1Y | -47.4% | +0.1% | -47.5% | -48.9% |
| 3Y | -59.8% | +28.3% | -88.1% | -66.9% |
| All | -74.1% | +32.0% | -106.1% | -79.5% |
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