+1,747.8%
PLD vs MAS
+552.9%
+1,194.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -2.4% | -5.6% | +3.1% | 0.0% |
| 3M | -3.8% | +4.4% | -8.2% | -6.9% |
| 6M | 0.0% | +7.2% | -7.2% | -5.2% |
| YTD | +9.2% | +16.1% | -6.9% | -0.9% |
| 1Y | +25.9% | +0.1% | +25.8% | +22.1% |
| 3Y | +21.3% | +28.3% | -7.0% | +3.3% |
| 5Y | +14.1% | +30.5% | -16.3% | -5.4% |
| 10Y | +237.9% | +139.1% | +98.7% | +100.6% |
| All | +1,747.8% | +552.9% | +1,194.9% | +401.3% |
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