+30.7%
BP vs MAS
+32.0%
-1.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -1.0% |
| 7D | -11.6% | +2.0% | -13.6% | -10.9% |
| 30D | 0.0% | +19.4% | -19.3% | +5.8% |
| 3M | +6.7% | +9.4% | -2.7% | +10.1% |
| 6M | +2.2% | +15.3% | -13.2% | +7.9% |
| YTD | +33.0% | +31.3% | +1.7% | +41.4% |
| 1Y | +30.7% | +34.9% | -4.1% | +38.2% |
| All | +30.7% | +32.0% | -1.3% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling