+26.6%
BE vs MAS
+32.0%
-5.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.7% |
| 7D | -14.7% | +2.0% | -16.7% | -14.8% |
| 30D | -40.5% | +19.4% | -59.9% | -42.4% |
| 3M | -24.3% | +9.4% | -33.8% | -25.6% |
| 6M | -39.3% | +15.3% | -54.6% | -41.8% |
| YTD | +99.4% | +31.3% | +68.1% | +70.4% |
| 1Y | +26.6% | +34.9% | -8.3% | +10.8% |
| All | +26.6% | +32.0% | -5.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling