+322.4%
BNY vs MAS
+219.2%
+103.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +1.2% | +3.6% | -2.4% | -0.1% |
| 30D | +6.4% | +23.8% | -17.4% | -2.0% |
| 3M | -4.8% | +14.4% | -19.2% | -9.9% |
| 6M | +16.8% | +19.7% | -3.0% | +7.4% |
| YTD | +32.5% | +36.0% | -3.5% | +14.1% |
| 1Y | +38.6% | +40.4% | -1.7% | +17.6% |
| 3Y | +254.3% | +58.9% | +195.4% | +174.5% |
| 5Y | +192.4% | +44.5% | +147.9% | +130.7% |
| 10Y | +322.4% | +214.8% | +107.7% | +135.4% |
| All | +322.4% | +219.2% | +103.2% | +135.4% |
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