+7,218.9%
BNY vs MAS
+1,630.9%
+5,588.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +0.4% | +2.0% | -1.5% | -0.5% |
| 30D | +4.0% | +19.4% | -15.4% | -3.6% |
| 3M | -6.6% | +9.4% | -16.0% | -10.5% |
| 6M | +11.5% | +15.3% | -3.9% | +3.3% |
| YTD | +29.5% | +31.3% | -1.8% | +12.1% |
| 1Y | +38.7% | +34.9% | +3.8% | +18.5% |
| 3Y | +251.5% | +58.6% | +192.9% | +172.4% |
| 5Y | +187.5% | +40.7% | +146.8% | +129.4% |
| 10Y | +343.8% | +220.4% | +123.4% | +139.8% |
| All | +7,218.9% | +1,630.9% | +5,588.0% | +1,280.1% |
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