+51.7%
BKR vs MAS
+230.1%
-178.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.6% |
| 7D | -8.7% | +3.3% | -12.0% | -10.0% |
| 30D | -14.6% | +25.5% | -40.0% | -22.6% |
| 3M | -21.3% | +11.8% | -33.0% | -25.4% |
| 6M | -23.9% | +21.3% | -45.2% | -31.4% |
| YTD | +7.5% | +37.7% | -30.2% | -9.7% |
| 1Y | +2.3% | +41.0% | -38.7% | -15.2% |
| 3Y | +51.3% | +63.0% | -11.7% | +13.4% |
| 5Y | +113.4% | +44.1% | +69.3% | +64.7% |
| 10Y | +51.7% | +224.3% | -172.6% | -20.5% |
| All | +51.7% | +230.1% | -178.5% | -20.5% |
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