+875.9%
BAX vs MAS
+1,430.5%
-554.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | -1.1% | -0.8% | -0.4% | -1.0% |
| 30D | -5.5% | -5.6% | +0.1% | -4.5% |
| 3M | +33.5% | +4.4% | +29.1% | +32.3% |
| 6M | +35.9% | +7.2% | +28.7% | +33.9% |
| YTD | +35.4% | +16.1% | +19.2% | +31.4% |
| 1Y | +9.8% | +0.1% | +9.7% | +9.4% |
| 3Y | -32.7% | +28.3% | -61.0% | -36.1% |
| 5Y | -65.6% | +30.5% | -96.0% | -67.7% |
| 10Y | -34.9% | +139.1% | -174.0% | -45.4% |
| All | +875.9% | +1,430.5% | -554.5% | +445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling