+70.7%
PANW vs MAS
-4.8%
+75.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.1% |
| 7D | -6.9% | +1.0% | -7.9% | -6.9% |
| 30D | -7.4% | -8.1% | +0.7% | -7.3% |
| 3M | +26.5% | +3.3% | +23.2% | +27.9% |
| 6M | +104.2% | +12.4% | +91.7% | +106.2% |
| YTD | +82.9% | +13.3% | +69.7% | +83.8% |
| 1Y | +70.7% | -4.7% | +75.4% | +75.2% |
| All | +70.7% | -4.8% | +75.5% | +75.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling