+55.5%
BKR vs MAS
+215.0%
-159.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +3.8% | +3.0% | +0.8% | +2.5% |
| 30D | -10.3% | +22.4% | -32.7% | -17.9% |
| 3M | -21.7% | +14.5% | -36.2% | -26.5% |
| 6M | -23.8% | +27.1% | -50.9% | -32.7% |
| YTD | +10.3% | +35.8% | -25.5% | -6.9% |
| 1Y | +5.7% | +39.4% | -33.7% | -12.0% |
| 3Y | +52.6% | +60.3% | -7.6% | +15.2% |
| 5Y | +127.1% | +39.4% | +87.7% | +78.2% |
| All | +55.5% | +215.0% | -159.5% | -17.9% |
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