+15.8%
BND vs MAS
+213.7%
-197.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | 0.0% | +2.0% | -1.9% | 0.0% |
| 30D | +2.3% | +19.4% | -17.1% | +1.6% |
| 3M | -0.6% | +9.4% | -10.0% | -1.0% |
| 6M | -1.3% | +15.3% | -16.6% | -2.0% |
| YTD | -0.7% | +31.3% | -32.0% | -1.9% |
| 1Y | -0.5% | +34.9% | -35.3% | -1.8% |
| 3Y | +14.7% | +58.6% | -43.9% | +12.5% |
| 5Y | -1.9% | +40.7% | -42.6% | -4.1% |
| All | +15.8% | +213.7% | -197.9% | +14.0% |
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