+15.5%
AGG vs MAS
+213.7%
-198.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +0.2% | +2.0% | -1.8% | +0.1% |
| 30D | +2.4% | +19.4% | -17.0% | +1.7% |
| 3M | -0.2% | +9.4% | -9.6% | -0.6% |
| 6M | -1.0% | +15.3% | -16.3% | -1.6% |
| YTD | -0.4% | +31.3% | -31.7% | -1.6% |
| 1Y | -0.1% | +34.9% | -34.9% | -1.4% |
| 3Y | +15.3% | +58.6% | -43.3% | +13.0% |
| 5Y | -1.3% | +40.7% | -42.0% | -3.6% |
| All | +15.5% | +213.7% | -198.1% | +13.9% |
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 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