+4,671.7%
YUM vs MAS
+653.4%
+4,018.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.9% |
| 7D | +7.5% | +4.6% | +2.9% | +6.1% |
| 30D | +18.8% | +19.9% | -1.1% | +12.7% |
| 3M | +9.6% | +8.9% | +0.7% | +6.7% |
| 6M | +9.0% | +20.2% | -11.2% | +2.5% |
| YTD | +11.4% | +33.9% | -22.5% | +0.8% |
| 1Y | +13.3% | +34.7% | -21.3% | +2.3% |
| 3Y | +39.3% | +60.4% | -21.1% | +17.0% |
| 5Y | +44.2% | +43.5% | +0.7% | +22.6% |
| 10Y | +231.7% | +226.7% | +5.0% | +116.4% |
| All | +4,671.7% | +653.4% | +4,018.4% | +1,656.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling