+266.7%
BBY vs MAS
+214.9%
+51.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +1.2% |
| 7D | +4.2% | +2.4% | +1.8% | +2.7% |
| 30D | +17.8% | +19.8% | -2.1% | +5.0% |
| 3M | +25.8% | +9.8% | +16.0% | +18.3% |
| 6M | +73.8% | +15.8% | +58.1% | +55.8% |
| YTD | +54.7% | +31.8% | +22.9% | +23.9% |
| 1Y | +33.4% | +35.4% | -2.0% | +4.8% |
| 3Y | +72.2% | +59.2% | +13.0% | +20.0% |
| 5Y | -2.5% | +41.2% | -43.7% | -27.9% |
| All | +266.7% | +214.9% | +51.8% | +52.0% |
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