-36.8%
BAX vs MAS
+213.7%
-250.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.2% |
| 7D | +12.1% | +2.0% | +10.2% | +11.4% |
| 30D | +7.6% | +19.4% | -11.8% | +0.8% |
| 3M | -4.5% | +9.4% | -13.9% | -7.8% |
| 6M | +52.0% | +15.3% | +36.7% | +43.5% |
| YTD | +35.1% | +31.3% | +3.8% | +21.3% |
| 1Y | +43.7% | +34.9% | +8.9% | +27.8% |
| 3Y | -20.9% | +58.6% | -79.5% | -33.9% |
| 5Y | -63.5% | +40.7% | -104.2% | -69.1% |
| All | -36.8% | +213.7% | -250.5% | -58.4% |
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 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