+274.7%
BBY vs MAS
+215.0%
+59.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +4.5% | +3.0% | +1.5% | +2.6% |
| 30D | +16.8% | +22.4% | -5.6% | +2.8% |
| 3M | +23.2% | +14.5% | +8.7% | +13.1% |
| 6M | +91.9% | +27.1% | +64.8% | +62.1% |
| YTD | +61.6% | +35.8% | +25.9% | +27.2% |
| 1Y | +43.9% | +39.4% | +4.5% | +11.1% |
| 3Y | +88.6% | +60.3% | +28.4% | +31.3% |
| 5Y | -3.1% | +39.4% | -42.5% | -27.5% |
| All | +274.7% | +215.0% | +59.7% | +63.2% |
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 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