+45.1%
BKR vs MAS
+58.1%
-13.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.0% |
| 7D | -13.3% | +2.0% | -15.3% | -13.8% |
| 30D | -13.6% | +19.4% | -33.0% | -17.3% |
| 3M | -23.4% | +9.4% | -32.9% | -25.3% |
| 6M | -27.9% | +15.3% | -43.3% | -31.5% |
| YTD | +6.3% | +31.3% | -25.1% | -4.5% |
| 1Y | +2.3% | +34.9% | -32.5% | -9.0% |
| 3Y | +45.1% | +58.6% | -13.5% | +26.3% |
| All | +45.1% | +58.1% | -13.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling