+401.2%
BKR vs MAS
+1,637.5%
-1,236.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.2% | +4.1% |
| 7D | -13.3% | +2.4% | -15.7% | -14.2% |
| 30D | -13.6% | +19.8% | -33.4% | -19.1% |
| 3M | -23.4% | +9.8% | -33.3% | -26.4% |
| 6M | -27.9% | +15.8% | -43.7% | -32.7% |
| YTD | +6.3% | +31.8% | -25.6% | -5.8% |
| 1Y | +2.3% | +35.4% | -33.1% | -10.3% |
| 3Y | +45.1% | +59.2% | -14.1% | +18.5% |
| 5Y | +114.9% | +41.2% | +73.7% | +78.1% |
| 10Y | +52.1% | +221.6% | -169.5% | -5.3% |
| All | +401.2% | +1,637.5% | -1,236.3% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling