+6,350.5%
NKE vs MAS
+1,664.8%
+4,685.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.2% |
| 7D | +3.0% | +4.6% | -1.6% | +1.6% |
| 30D | +14.3% | +19.9% | -5.6% | +8.1% |
| 3M | -5.8% | +8.9% | -14.7% | -8.4% |
| 6M | -6.3% | +20.2% | -26.5% | -12.0% |
| YTD | -36.3% | +33.9% | -70.1% | -42.5% |
| 1Y | -34.2% | +34.7% | -68.9% | -40.7% |
| 3Y | -60.4% | +60.4% | -120.8% | -66.3% |
| 5Y | -75.6% | +43.5% | -119.0% | -78.6% |
| 10Y | -8.4% | +226.7% | -235.1% | -37.2% |
| All | +6,350.5% | +1,664.8% | +4,685.7% | +1,974.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling