+423.5%
BE vs MAS
+41.7%
+381.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -13.0% | -14.2% |
| 7D | -24.6% | +4.6% | -29.2% | -27.0% |
| 30D | -43.4% | +19.9% | -63.2% | -50.3% |
| 3M | -28.5% | +8.9% | -37.4% | -33.3% |
| 6M | -43.3% | +20.2% | -63.4% | -51.6% |
| YTD | +92.8% | +33.9% | +58.9% | +45.9% |
| 1Y | +18.5% | +34.7% | -16.2% | -11.4% |
| 3Y | +1,451.1% | +60.4% | +1,390.7% | +796.5% |
| 5Y | +423.5% | +43.5% | +380.0% | +234.7% |
| All | +423.5% | +41.7% | +381.8% | +234.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling