+210.4%
YUM vs MAS
+214.9%
-4.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.5% |
| 7D | +3.7% | +2.4% | +1.3% | +2.9% |
| 30D | +14.8% | +19.8% | -5.0% | +8.3% |
| 3M | +6.4% | +9.8% | -3.5% | +3.0% |
| 6M | +4.3% | +15.8% | -11.5% | -1.6% |
| YTD | +8.1% | +31.8% | -23.7% | -3.3% |
| 1Y | +11.3% | +35.4% | -24.1% | -1.4% |
| 3Y | +35.1% | +59.2% | -24.1% | +9.0% |
| 5Y | +39.9% | +41.2% | -1.4% | +15.4% |
| All | +210.4% | +214.9% | -4.5% | +78.8% |
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