+1,189.0%
PANW vs MAS
+219.2%
+969.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -6.8% | +3.6% | -10.4% | -7.8% |
| 30D | -22.1% | +23.8% | -45.9% | -27.4% |
| 3M | -15.2% | +14.4% | -29.7% | -19.3% |
| 6M | +57.0% | +19.7% | +37.2% | +46.2% |
| YTD | +77.2% | +36.0% | +41.2% | +55.3% |
| 1Y | +50.7% | +40.4% | +10.4% | +30.2% |
| 3Y | +157.5% | +58.9% | +98.6% | +105.9% |
| 5Y | +292.3% | +44.5% | +247.7% | +217.9% |
| 10Y | +1,189.0% | +214.8% | +974.3% | +660.1% |
| All | +1,189.0% | +219.2% | +969.8% | +660.1% |
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