+72,563.2%
BBY vs MAS
+1,430.5%
+71,132.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.4% |
| 7D | +9.5% | -0.8% | +10.2% | +9.8% |
| 30D | +6.8% | -5.6% | +12.4% | +9.6% |
| 3M | +28.9% | +4.4% | +24.4% | +25.4% |
| 6M | +37.8% | +7.2% | +30.6% | +31.2% |
| YTD | +38.7% | +16.1% | +22.6% | +27.1% |
| 1Y | +23.7% | +0.1% | +23.6% | +20.9% |
| 3Y | +39.1% | +28.3% | +10.8% | +21.9% |
| 5Y | -0.4% | +30.5% | -30.9% | -13.7% |
| 10Y | +234.0% | +139.1% | +94.9% | +123.5% |
| All | +72,563.2% | +1,430.5% | +71,132.7% | +17,792.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling