-1.8%
BND vs MAS
+41.7%
-43.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.4% |
| 7D | +0.4% | +4.6% | -4.2% | +0.1% |
| 30D | +2.3% | +19.9% | -17.5% | +1.0% |
| 3M | -0.8% | +8.9% | -9.7% | -1.4% |
| 6M | -0.8% | +20.2% | -21.0% | -2.3% |
| YTD | -0.6% | +33.9% | -34.5% | -3.0% |
| 1Y | 0.0% | +34.7% | -34.7% | -2.4% |
| 3Y | +14.3% | +60.4% | -46.1% | +9.3% |
| 5Y | -1.8% | +43.5% | -45.2% | -6.5% |
| All | -1.8% | +41.7% | -43.5% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling