+274.5%
BBY vs MAS
+219.2%
+55.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.2% |
| 7D | +10.9% | +3.6% | +7.3% | +8.6% |
| 30D | +19.6% | +23.8% | -4.2% | +4.5% |
| 3M | +27.6% | +14.4% | +13.2% | +17.1% |
| 6M | +79.4% | +19.7% | +59.7% | +57.6% |
| YTD | +61.7% | +36.0% | +25.7% | +27.1% |
| 1Y | +40.3% | +40.4% | -0.1% | +7.8% |
| 3Y | +87.9% | +58.9% | +29.0% | +31.4% |
| 5Y | +0.2% | +44.5% | -44.4% | -26.9% |
| 10Y | +274.5% | +214.8% | +59.7% | +59.7% |
| All | +274.5% | +219.2% | +55.2% | +59.7% |
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