+701.6%
BE vs MAS
+158.8%
+542.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -12.0% | -10.4% |
| 7D | -12.1% | +14.2% | -26.3% | -21.0% |
| 30D | -30.1% | +26.8% | -56.9% | -42.2% |
| 3M | -12.1% | +13.1% | -25.3% | -21.3% |
| 6M | -30.6% | +27.9% | -58.5% | -44.5% |
| YTD | +130.6% | +38.7% | +92.0% | +67.0% |
| 1Y | +55.3% | +40.4% | +14.9% | +10.5% |
| 3Y | +1,755.6% | +66.1% | +1,689.5% | +969.9% |
| 5Y | +564.5% | +47.4% | +517.0% | +324.7% |
| All | +701.6% | +158.8% | +542.8% | +158.3% |
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