+294.3%
BBY vs MAS
+217.4%
+76.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.7% | -1.8% | +5.6% | +5.0% |
| 30D | +20.9% | +23.6% | -2.7% | +5.7% |
| 3M | +27.6% | +12.4% | +15.2% | +18.4% |
| 6M | +86.9% | +21.9% | +65.0% | +62.2% |
| YTD | +63.3% | +36.1% | +27.2% | +28.3% |
| 1Y | +42.6% | +39.5% | +3.1% | +10.0% |
| 3Y | +89.8% | +59.1% | +30.7% | +32.7% |
| 5Y | -0.1% | +44.4% | -44.5% | -27.0% |
| 10Y | +294.3% | +217.0% | +77.3% | +68.1% |
| All | +294.3% | +217.4% | +76.9% | +68.1% |
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