+1,148.5%
PANW vs MAS
+230.1%
+918.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +0.9% | +4.0% |
| 7D | -5.9% | +3.3% | -9.2% | -6.8% |
| 30D | -21.0% | +25.5% | -46.4% | -26.7% |
| 3M | -9.1% | +11.8% | -20.8% | -12.7% |
| 6M | +59.2% | +21.3% | +37.8% | +47.6% |
| YTD | +79.6% | +37.7% | +41.9% | +56.9% |
| 1Y | +55.9% | +41.0% | +14.9% | +34.6% |
| 3Y | +172.8% | +63.0% | +109.8% | +116.4% |
| 5Y | +287.5% | +44.1% | +243.4% | +214.8% |
| 10Y | +1,148.5% | +224.3% | +924.2% | +637.9% |
| All | +1,148.5% | +230.1% | +918.3% | +637.9% |
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