+1,135.8%
PANW vs MAS
+215.0%
+920.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.7% | +3.0% | -0.3% | +1.8% |
| 30D | -14.1% | +22.4% | -36.5% | -19.7% |
| 3M | -18.6% | +14.5% | -33.1% | -22.5% |
| 6M | +41.5% | +27.1% | +14.3% | +29.2% |
| YTD | +74.9% | +35.8% | +39.2% | +53.4% |
| 1Y | +57.4% | +39.4% | +18.0% | +36.3% |
| 3Y | +152.1% | +60.3% | +91.8% | +100.9% |
| 5Y | +275.3% | +39.4% | +235.9% | +208.2% |
| All | +1,135.8% | +215.0% | +920.8% | +627.7% |
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