+215.3%
YUM vs MAS
+217.4%
-2.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.7% | -1.8% | -1.8% | -3.1% |
| 30D | +9.2% | +23.6% | -14.4% | +1.9% |
| 3M | +11.2% | +12.4% | -1.2% | +6.9% |
| 6M | +7.7% | +21.9% | -14.2% | -0.2% |
| YTD | +7.5% | +36.1% | -28.7% | -5.0% |
| 1Y | +8.3% | +39.5% | -31.2% | -5.0% |
| 3Y | +34.8% | +59.1% | -24.3% | +8.9% |
| 5Y | +41.6% | +44.4% | -2.8% | +16.1% |
| 10Y | +215.3% | +217.0% | -1.7% | +80.2% |
| All | +215.3% | +217.4% | -2.1% | +80.2% |
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