+255.4%
BNY vs MAS
+32.0%
+223.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +3.8% | -5.6% | +9.4% | +5.6% |
| 3M | +14.9% | +4.4% | +10.5% | +12.3% |
| 6M | +40.3% | +7.2% | +33.1% | +35.0% |
| YTD | +43.8% | +16.1% | +27.6% | +33.4% |
| 1Y | +58.9% | +0.1% | +58.8% | +55.3% |
| 3Y | +290.4% | +28.3% | +262.1% | +233.9% |
| All | +255.4% | +32.0% | +223.4% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling