-21.4%
BAX vs MAS
+61.2%
-82.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -1.7% |
| 7D | +9.1% | +4.6% | +4.6% | +7.1% |
| 30D | +5.3% | +19.9% | -14.6% | -3.0% |
| 3M | -6.1% | +8.9% | -15.0% | -9.9% |
| 6M | +53.3% | +20.2% | +33.1% | +39.8% |
| YTD | +34.4% | +33.9% | +0.5% | +15.6% |
| 1Y | +43.2% | +34.7% | +8.5% | +22.7% |
| All | -21.4% | +61.2% | -82.6% | -37.5% |
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