+3,663.5%
PANW vs MAS
+621.5%
+3,042.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -10.3% | -0.8% | -9.6% | -10.1% |
| 30D | -8.1% | -5.6% | -2.5% | -6.5% |
| 3M | +19.3% | +4.4% | +14.9% | +16.7% |
| 6M | +110.2% | +7.2% | +103.0% | +101.7% |
| YTD | +80.9% | +16.1% | +64.8% | +67.2% |
| 1Y | +73.3% | +0.1% | +73.2% | +68.5% |
| 3Y | +174.6% | +28.3% | +146.3% | +136.6% |
| 5Y | +327.1% | +30.5% | +296.6% | +258.3% |
| 10Y | +1,277.3% | +139.1% | +1,138.2% | +775.2% |
| All | +3,663.5% | +621.5% | +3,042.0% | +1,673.9% |
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 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