+901.2%
BAX vs MAS
+1,727.7%
-826.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.7% | +2.9% |
| 7D | +4.1% | +14.2% | -10.1% | +1.5% |
| 30D | +9.4% | +26.8% | -17.4% | +4.6% |
| 3M | -6.5% | +13.1% | -19.6% | -8.7% |
| 6M | +59.6% | +27.9% | +31.7% | +52.2% |
| YTD | +38.9% | +38.7% | +0.2% | +30.3% |
| 1Y | +48.0% | +40.4% | +7.6% | +38.6% |
| 3Y | -17.5% | +66.1% | -83.6% | -25.2% |
| 5Y | -62.7% | +47.4% | -110.1% | -65.8% |
| 10Y | -34.2% | +238.3% | -272.6% | -47.8% |
| All | +901.2% | +1,727.7% | -826.5% | +441.2% |
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