+1,588.2%
PLTR vs MAS
+65.6%
+1,522.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.4% |
| 7D | -12.9% | +2.0% | -14.8% | -13.8% |
| 30D | -17.4% | +19.4% | -36.8% | -24.5% |
| 3M | +2.9% | +9.4% | -6.6% | -2.2% |
| 6M | +19.9% | +15.3% | +4.5% | +9.8% |
| YTD | -9.8% | +31.3% | -41.1% | -25.2% |
| 1Y | -8.4% | +34.9% | -43.2% | -25.5% |
| 3Y | +765.0% | +58.6% | +706.5% | +492.8% |
| 5Y | +516.8% | +40.7% | +476.1% | +331.7% |
| All | +1,588.2% | +65.6% | +1,522.6% | +986.6% |
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