+413.3%
BNY vs MAS
+141.1%
+272.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +3.8% | -5.6% | +9.4% | +5.9% |
| 3M | +14.9% | +4.4% | +10.5% | +11.8% |
| 6M | +40.3% | +7.2% | +33.1% | +34.0% |
| YTD | +43.8% | +16.1% | +27.6% | +31.9% |
| 1Y | +58.9% | +0.1% | +58.8% | +54.4% |
| 3Y | +290.4% | +28.3% | +262.1% | +230.6% |
| 5Y | +250.1% | +30.5% | +219.6% | +187.1% |
| All | +413.3% | +141.1% | +272.2% | +212.8% |
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