+593.0%
BE vs MAS
+145.1%
+447.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +4.8% |
| 7D | -14.7% | +2.0% | -16.7% | -16.3% |
| 30D | -40.5% | +19.4% | -59.9% | -48.5% |
| 3M | -24.3% | +9.4% | -33.8% | -30.4% |
| 6M | -39.3% | +15.3% | -54.6% | -47.3% |
| YTD | +99.4% | +31.3% | +68.1% | +50.7% |
| 1Y | +26.6% | +34.9% | -8.3% | -7.2% |
| 3Y | +1,616.9% | +58.6% | +1,558.4% | +924.9% |
| 5Y | +441.4% | +40.7% | +400.7% | +258.9% |
| All | +593.0% | +145.1% | +447.9% | +133.0% |
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