-30.0%
BAX vs MAS
+29.0%
-59.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | -1.1% | -0.8% | -0.4% | -0.8% |
| 30D | -5.5% | -5.6% | +0.1% | -3.2% |
| 3M | +33.5% | +4.4% | +29.1% | +30.2% |
| 6M | +35.9% | +7.2% | +28.7% | +30.4% |
| YTD | +35.4% | +16.1% | +19.2% | +24.8% |
| 1Y | +9.8% | +0.1% | +9.7% | +7.3% |
| All | -30.0% | +29.0% | -59.0% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling