+40.4%
YUM vs MAS
+39.2%
+1.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | +3.7% | +2.0% | +1.7% | +3.2% |
| 30D | +14.8% | +19.4% | -4.6% | +10.2% |
| 3M | +6.4% | +9.4% | -3.1% | +4.0% |
| 6M | +4.3% | +15.3% | -11.0% | +0.1% |
| YTD | +8.1% | +31.3% | -23.2% | -0.2% |
| 1Y | +11.3% | +34.9% | -23.6% | +2.0% |
| 3Y | +35.1% | +58.6% | -23.5% | +15.4% |
| All | +40.4% | +39.2% | +1.2% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling