+122.1%
BP vs MAS
+137.9%
-15.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | +3.9% | -0.8% | +4.7% | +4.1% |
| 30D | +7.6% | -5.6% | +13.2% | +8.9% |
| 3M | +0.7% | +4.4% | -3.7% | -1.7% |
| 6M | +15.5% | +7.2% | +8.3% | +10.9% |
| YTD | +30.8% | +16.1% | +14.7% | +21.6% |
| 1Y | +34.3% | +0.1% | +34.2% | +30.4% |
| 3Y | +35.1% | +28.3% | +6.7% | +17.7% |
| 5Y | +126.8% | +30.5% | +96.4% | +91.2% |
| All | +122.1% | +137.9% | -15.8% | +42.6% |
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