+114.3%
BP vs MAS
+48.4%
+65.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.6% | -9.8% | -4.5% |
| 7D | -8.4% | +14.2% | -22.6% | -9.3% |
| 30D | +2.2% | +26.8% | -24.6% | +0.4% |
| 3M | +8.8% | +13.1% | -4.3% | +7.7% |
| 6M | -0.5% | +27.9% | -28.4% | -3.5% |
| YTD | +36.2% | +38.7% | -2.5% | +29.2% |
| 1Y | +36.6% | +40.4% | -3.8% | +29.2% |
| 3Y | +48.1% | +66.1% | -18.0% | +33.8% |
| 5Y | +114.3% | +47.4% | +66.9% | +94.8% |
| All | +114.3% | +48.4% | +65.8% | +94.8% |
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