+38.4%
ORCL vs MAS
+48.4%
-10.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.6% | -3.4% |
| 7D | -14.4% | +14.2% | -28.6% | -17.6% |
| 30D | -12.8% | +26.8% | -39.7% | -18.5% |
| 3M | -14.8% | +13.1% | -27.9% | -17.9% |
| 6M | -30.9% | +27.9% | -58.8% | -36.2% |
| YTD | -35.7% | +38.7% | -74.3% | -42.7% |
| 1Y | -49.5% | +40.4% | -89.8% | -55.4% |
| 3Y | +18.6% | +66.1% | -47.5% | -4.7% |
| 5Y | +38.4% | +47.4% | -9.0% | +20.8% |
| All | +38.4% | +48.4% | -10.0% | +20.8% |
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