+328.9%
BNY vs MAS
+230.1%
+98.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +0.7% |
| 7D | +2.3% | +3.3% | -0.9% | +1.1% |
| 30D | +6.4% | +25.5% | -19.0% | -2.4% |
| 3M | -3.6% | +11.8% | -15.4% | -8.0% |
| 6M | +16.9% | +21.3% | -4.5% | +6.9% |
| YTD | +32.6% | +37.7% | -5.2% | +13.6% |
| 1Y | +40.4% | +41.0% | -0.6% | +18.9% |
| 3Y | +259.4% | +63.0% | +196.4% | +175.5% |
| 5Y | +195.5% | +44.1% | +151.4% | +133.6% |
| 10Y | +328.9% | +224.3% | +104.6% | +136.8% |
| All | +328.9% | +230.1% | +98.7% | +136.8% |
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