+217.5%
YUM vs MAS
+215.0%
+2.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.1% | +3.0% | -2.9% | -0.9% |
| 30D | +10.0% | +22.4% | -12.4% | +3.0% |
| 3M | +7.5% | +14.5% | -7.0% | +2.7% |
| 6M | +8.8% | +27.1% | -18.3% | -0.5% |
| YTD | +8.2% | +35.8% | -27.6% | -4.2% |
| 1Y | +9.8% | +39.4% | -29.6% | -3.7% |
| 3Y | +36.4% | +60.3% | -23.8% | +9.9% |
| 5Y | +41.7% | +39.4% | +2.3% | +17.9% |
| All | +217.5% | +215.0% | +2.5% | +82.1% |
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