+419.8%
BKR vs MAS
+1,694.4%
-1,274.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -11.6% | +23.6% | -35.2% | -18.1% |
| 3M | -23.4% | +12.4% | -35.8% | -26.9% |
| 6M | -22.9% | +21.9% | -44.7% | -29.2% |
| YTD | +10.2% | +36.1% | -25.9% | -3.4% |
| 1Y | +2.5% | +39.5% | -37.0% | -11.0% |
| 3Y | +53.1% | +59.1% | -6.0% | +25.1% |
| 5Y | +127.1% | +44.4% | +82.7% | +86.7% |
| 10Y | +56.4% | +217.0% | -160.6% | -2.3% |
| All | +419.8% | +1,694.4% | -1,274.6% | +83.4% |
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