+72.2%
BBY vs MAS
+58.1%
+14.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +1.3% |
| 7D | +4.2% | +2.0% | +2.2% | +3.1% |
| 30D | +17.8% | +19.4% | -1.6% | +6.9% |
| 3M | +25.8% | +9.4% | +16.4% | +19.5% |
| 6M | +73.8% | +15.3% | +58.5% | +58.2% |
| YTD | +54.7% | +31.3% | +23.4% | +26.4% |
| 1Y | +33.4% | +34.9% | -1.5% | +6.8% |
| 3Y | +72.2% | +58.6% | +13.6% | +28.9% |
| All | +72.2% | +58.1% | +14.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling