+242.0%
ORCL vs MAS
+219.8%
+22.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.5% | -5.8% |
| 7D | -17.5% | +4.6% | -22.0% | -18.8% |
| 30D | -20.2% | +19.9% | -40.0% | -25.1% |
| 3M | -19.9% | +8.9% | -28.8% | -22.6% |
| 6M | -37.4% | +20.2% | -57.6% | -42.1% |
| YTD | -40.1% | +33.9% | -74.0% | -47.3% |
| 1Y | -53.4% | +34.7% | -88.0% | -59.2% |
| 3Y | +10.4% | +60.4% | -50.0% | -12.4% |
| 5Y | +29.8% | +43.5% | -13.7% | +5.4% |
| All | +242.0% | +219.8% | +22.1% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling