+77.7%
BBY vs MAS
+22.7%
+55.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.2% |
| 7D | -1.0% | +4.6% | -5.5% | -3.0% |
| 30D | +17.1% | +19.9% | -2.7% | +7.8% |
| 3M | +18.9% | +8.9% | +10.0% | +13.4% |
| 6M | +77.7% | +20.2% | +57.6% | +57.7% |
| All | +77.7% | +22.7% | +55.0% | +57.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling