+130.9%
BKR vs MAS
+135.2%
-4.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.6% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | +3.9% | -8.1% | +11.9% | +7.2% |
| 3M | -1.1% | +3.3% | -4.4% | -4.1% |
| 6M | +7.6% | +12.4% | -4.8% | -0.3% |
| YTD | +41.9% | +13.3% | +28.6% | +30.2% |
| 1Y | +42.2% | -4.7% | +46.9% | +40.5% |
| 3Y | +84.3% | +33.0% | +51.3% | +51.8% |
| 5Y | +215.7% | +33.9% | +181.8% | +148.1% |
| 10Y | +130.9% | +135.4% | -4.5% | +36.3% |
| All | +130.9% | +135.2% | -4.3% | +36.3% |
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 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