+33,471.1%
ORCL vs MAS
+1,430.5%
+32,040.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.5% |
| 7D | +5.3% | -0.8% | +6.0% | +5.6% |
| 30D | +10.0% | -5.6% | +15.5% | +11.9% |
| 3M | -32.6% | +4.4% | -37.0% | -34.1% |
| 6M | +4.9% | +7.2% | -2.3% | +1.2% |
| YTD | -17.8% | +16.1% | -33.9% | -23.0% |
| 1Y | -28.0% | +0.1% | -28.1% | -29.8% |
| 3Y | +36.0% | +28.3% | +7.7% | +20.4% |
| 5Y | +88.7% | +30.5% | +58.3% | +63.3% |
| 10Y | +346.9% | +139.1% | +207.8% | +209.2% |
| All | +33,471.1% | +1,430.5% | +32,040.7% | +10,620.4% |
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