-75.4%
NKE vs MAS
+39.2%
-114.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.5% |
| 7D | -0.2% | +2.0% | -2.2% | -1.2% |
| 30D | +12.3% | +19.4% | -7.1% | +2.5% |
| 3M | -7.1% | +9.4% | -16.6% | -11.6% |
| 6M | -10.3% | +15.3% | -25.7% | -18.0% |
| YTD | -37.8% | +31.3% | -69.1% | -47.9% |
| 1Y | -35.6% | +34.9% | -70.5% | -46.8% |
| 3Y | -61.4% | +58.6% | -120.0% | -71.8% |
| All | -75.4% | +39.2% | -114.5% | -81.0% |
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