+148.7%
SBUX vs MAS
+230.1%
-81.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.7% | +2.0% |
| 7D | +4.8% | +3.3% | +1.5% | +3.5% |
| 30D | +20.6% | +25.5% | -4.9% | +10.0% |
| 3M | +4.3% | +11.8% | -7.5% | -0.5% |
| 6M | +5.5% | +21.3% | -15.8% | -3.7% |
| YTD | +32.3% | +37.7% | -5.4% | +12.9% |
| 1Y | +31.2% | +41.0% | -9.9% | +10.8% |
| 3Y | +14.8% | +63.0% | -48.2% | -11.0% |
| 5Y | +8.0% | +44.1% | -36.2% | -13.7% |
| 10Y | +148.7% | +224.3% | -75.5% | +46.8% |
| All | +148.7% | +230.1% | -81.4% | +46.8% |
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 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