+16.6%
AGG vs MAS
+215.0%
-198.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -1.5% | +3.0% | -4.5% | -1.6% |
| 30D | +0.6% | +22.4% | -21.8% | -0.2% |
| 3M | -1.6% | +14.5% | -16.1% | -2.2% |
| 6M | -1.6% | +27.1% | -28.7% | -2.6% |
| YTD | -1.5% | +35.8% | -37.3% | -2.9% |
| 1Y | -1.1% | +39.4% | -40.5% | -2.6% |
| 3Y | +13.6% | +60.3% | -46.6% | +11.3% |
| 5Y | -1.7% | +39.4% | -41.1% | -4.1% |
| All | +16.6% | +215.0% | -198.4% | +14.1% |
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