+3,543.8%
PANW vs MAS
+741.6%
+2,802.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +2.5% | +1.2% | +1.4% | +2.2% |
| 30D | -18.7% | +21.6% | -40.3% | -24.2% |
| 3M | -16.6% | +14.1% | -30.7% | -20.7% |
| 6M | +49.7% | +22.6% | +27.0% | +37.7% |
| YTD | +75.2% | +35.4% | +39.7% | +53.0% |
| 1Y | +53.6% | +37.5% | +16.1% | +33.1% |
| 3Y | +154.6% | +58.3% | +96.2% | +103.3% |
| 5Y | +275.8% | +39.1% | +236.7% | +208.6% |
| 10Y | +1,140.9% | +215.4% | +925.5% | +614.1% |
| All | +3,543.8% | +741.6% | +2,802.2% | +1,522.7% |
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 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