-37.2%
BAX vs MAS
+219.8%
-257.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.0% |
| 7D | +9.1% | +4.6% | +4.6% | +7.5% |
| 30D | +5.3% | +19.9% | -14.6% | -1.5% |
| 3M | -6.1% | +8.9% | -15.0% | -9.2% |
| 6M | +53.3% | +20.2% | +33.1% | +42.7% |
| YTD | +34.4% | +33.9% | +0.5% | +19.8% |
| 1Y | +43.2% | +34.7% | +8.5% | +27.4% |
| 3Y | -20.1% | +60.4% | -80.5% | -33.6% |
| 5Y | -63.7% | +43.5% | -107.2% | -69.5% |
| All | -37.2% | +219.8% | -257.0% | -58.9% |
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