+407.5%
BNY vs MAS
+135.2%
+272.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +3.3% | -8.1% | +11.4% | +6.5% |
| 3M | +15.3% | +3.3% | +12.0% | +12.7% |
| 6M | +42.5% | +12.4% | +30.0% | +33.4% |
| YTD | +42.1% | +13.3% | +28.9% | +31.6% |
| 1Y | +59.4% | -4.7% | +64.1% | +58.0% |
| 3Y | +291.5% | +33.0% | +258.6% | +225.9% |
| 5Y | +252.3% | +33.9% | +218.5% | +185.1% |
| 10Y | +407.5% | +135.4% | +272.2% | +212.1% |
| All | +407.5% | +135.2% | +272.3% | +212.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling