+0.4%
BKR vs MAS
+40.8%
-40.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | +1.1% |
| 7D | -8.7% | +3.3% | -12.0% | -8.6% |
| 30D | -14.6% | +25.5% | -40.0% | -15.5% |
| 3M | -21.3% | +11.8% | -33.0% | -21.5% |
| 6M | -23.9% | +21.3% | -45.2% | -25.5% |
| YTD | +7.5% | +37.7% | -30.2% | -0.7% |
| All | +0.4% | +40.8% | -40.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling