+17.5%
BND vs MAS
+217.4%
-199.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.6% | -1.8% | +1.3% | -0.5% |
| 30D | +1.2% | +23.6% | -22.4% | +0.4% |
| 3M | -0.8% | +12.4% | -13.3% | -1.3% |
| 6M | -1.4% | +21.9% | -23.3% | -2.3% |
| YTD | -1.1% | +36.1% | -37.2% | -2.4% |
| 1Y | -1.0% | +39.5% | -40.5% | -2.5% |
| 3Y | +14.0% | +59.1% | -45.1% | +11.7% |
| 5Y | -1.4% | +44.4% | -45.8% | -3.8% |
| 10Y | +17.5% | +217.0% | -199.5% | +15.0% |
| All | +17.5% | +217.4% | -199.9% | +15.0% |
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