+272.4%
BBY vs MAS
+214.3%
+58.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | +4.0% | +1.2% | +2.9% | +3.3% |
| 30D | +17.6% | +21.6% | -4.0% | +3.9% |
| 3M | +25.9% | +14.1% | +11.8% | +15.8% |
| 6M | +85.1% | +22.6% | +62.5% | +60.1% |
| YTD | +60.6% | +35.4% | +25.2% | +26.6% |
| 1Y | +40.2% | +37.5% | +2.7% | +9.2% |
| 3Y | +86.6% | +58.3% | +28.3% | +31.0% |
| 5Y | -3.7% | +39.1% | -42.8% | -27.8% |
| All | +272.4% | +214.3% | +58.1% | +62.4% |
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