+4,502.8%
YUM vs MAS
+665.0%
+3,837.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +2.0% | +3.6% | -1.5% | +1.0% |
| 30D | +10.6% | +23.8% | -13.2% | +4.0% |
| 3M | +10.8% | +14.4% | -3.6% | +6.4% |
| 6M | +6.5% | +19.7% | -13.3% | +0.2% |
| YTD | +7.5% | +36.0% | -28.5% | -3.3% |
| 1Y | +10.2% | +40.4% | -30.2% | -1.8% |
| 3Y | +34.8% | +58.9% | -24.1% | +13.5% |
| 5Y | +40.0% | +44.5% | -4.5% | +18.8% |
| 10Y | +212.0% | +214.8% | -2.7% | +105.5% |
| All | +4,502.8% | +665.0% | +3,837.8% | +1,586.4% |
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