+8,024.8%
BNY vs MAS
+1,430.5%
+6,594.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | +14.9% | +4.4% | +10.5% | +11.6% |
| 6M | +40.3% | +7.2% | +33.1% | +33.6% |
| YTD | +43.8% | +16.1% | +27.6% | +31.4% |
| 1Y | +58.9% | +0.1% | +58.8% | +53.8% |
| 3Y | +290.4% | +28.3% | +262.1% | +231.3% |
| 5Y | +250.1% | +30.5% | +219.6% | +188.8% |
| 10Y | +410.7% | +139.1% | +271.6% | +211.5% |
| All | +8,024.8% | +1,430.5% | +6,594.4% | +1,518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling