-34.4%
BAX vs MAS
+137.9%
-172.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -1.1% | -0.8% | -0.4% | -0.9% |
| 30D | -5.5% | -5.6% | +0.1% | -3.6% |
| 3M | +33.5% | +4.4% | +29.1% | +31.1% |
| 6M | +35.9% | +7.2% | +28.7% | +31.8% |
| YTD | +35.4% | +16.1% | +19.2% | +27.4% |
| 1Y | +9.8% | +0.1% | +9.7% | +8.5% |
| 3Y | -32.7% | +28.3% | -61.0% | -39.4% |
| 5Y | -65.6% | +30.5% | -96.0% | -69.9% |
| All | -34.4% | +137.9% | -172.4% | -52.9% |
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