+76.4%
BND vs MAS
+357.6%
-281.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.1% | -0.8% | +0.6% | -0.1% |
| 30D | -0.4% | -5.6% | +5.2% | -0.3% |
| 3M | -0.6% | +4.4% | -5.1% | -0.6% |
| 6M | -1.4% | +7.2% | -8.6% | -1.5% |
| YTD | -0.2% | +16.1% | -16.3% | -0.3% |
| 1Y | +1.3% | +0.1% | +1.2% | +1.3% |
| 3Y | +13.2% | +28.3% | -15.1% | +13.2% |
| 5Y | -1.6% | +30.5% | -32.0% | -1.6% |
| 10Y | +15.5% | +139.1% | -123.7% | +16.6% |
| All | +76.4% | +357.6% | -281.2% | +80.3% |
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