+1,531.5%
PLTR vs MAS
+68.8%
+1,462.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.4% | -6.3% | -8.1% |
| 7D | -21.1% | +4.6% | -25.6% | -22.8% |
| 30D | -19.3% | +19.9% | -39.2% | -26.4% |
| 3M | -2.2% | +8.9% | -11.1% | -6.6% |
| 6M | +14.0% | +20.2% | -6.1% | +2.4% |
| YTD | -12.8% | +33.9% | -46.7% | -28.3% |
| 1Y | -17.5% | +34.7% | -52.2% | -32.6% |
| 3Y | +720.5% | +60.4% | +660.1% | +460.7% |
| 5Y | +496.1% | +43.5% | +452.7% | +313.6% |
| All | +1,531.5% | +68.8% | +1,462.7% | +941.1% |
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