+1,574.6%
BE vs MAS
+29.0%
+1,545.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.6% |
| 7D | +20.0% | -0.8% | +20.7% | +20.4% |
| 30D | +7.9% | -5.6% | +13.5% | +10.5% |
| 3M | -13.2% | +4.4% | -17.7% | -16.2% |
| 6M | +53.5% | +7.2% | +46.3% | +44.3% |
| YTD | +191.0% | +16.1% | +174.9% | +156.7% |
| 1Y | +360.5% | +0.1% | +360.4% | +340.5% |
| All | +1,574.6% | +29.0% | +1,545.6% | +1,127.8% |
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 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