+1,681.4%
PLD vs MAS
+679.8%
+1,001.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.9% | -0.9% |
| 7D | +4.9% | +14.2% | -9.3% | -1.5% |
| 30D | +2.6% | +26.8% | -24.3% | -8.5% |
| 3M | -4.8% | +13.1% | -17.9% | -10.7% |
| 6M | -3.9% | +27.9% | -31.8% | -15.9% |
| YTD | +5.3% | +38.7% | -33.4% | -12.5% |
| 1Y | +9.3% | +40.4% | -31.1% | -9.9% |
| 3Y | +35.8% | +66.1% | -30.3% | +2.1% |
| 5Y | +2.9% | +47.4% | -44.5% | -19.6% |
| 10Y | +253.4% | +238.3% | +15.1% | +78.3% |
| All | +1,681.4% | +679.8% | +1,001.6% | +342.8% |
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