+6,192.3%
NKE vs MAS
+1,630.9%
+4,561.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -1.9% |
| 7D | -0.2% | +2.0% | -2.2% | -0.8% |
| 30D | +12.3% | +19.4% | -7.1% | +6.4% |
| 3M | -7.1% | +9.4% | -16.6% | -9.8% |
| 6M | -10.3% | +15.3% | -25.7% | -14.7% |
| YTD | -37.8% | +31.3% | -69.1% | -43.5% |
| 1Y | -35.6% | +34.9% | -70.5% | -42.0% |
| 3Y | -61.4% | +58.6% | -120.0% | -67.0% |
| 5Y | -76.2% | +40.7% | -116.9% | -79.0% |
| 10Y | -10.7% | +220.4% | -231.1% | -38.3% |
| All | +6,192.3% | +1,630.9% | +4,561.4% | +1,935.5% |
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 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