+1,735.1%
PLTR vs MAS
+46.4%
+1,688.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.4% |
| 7D | -6.4% | -0.8% | -5.7% | -6.1% |
| 30D | +10.0% | -5.6% | +15.6% | +13.1% |
| 3M | +23.0% | +4.4% | +18.6% | +19.1% |
| 6M | +13.8% | +7.2% | +6.6% | +7.3% |
| YTD | -1.9% | +16.1% | -18.0% | -13.2% |
| 1Y | +11.6% | +0.1% | +11.6% | +7.1% |
| 3Y | +1,048.4% | +28.3% | +1,020.1% | +793.8% |
| 5Y | +554.4% | +30.5% | +523.9% | +384.4% |
| All | +1,735.1% | +46.4% | +1,688.7% | +1,160.9% |
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 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