+1,394.7%
BP vs MAS
+1,727.7%
-333.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.6% | -9.8% | -5.4% |
| 7D | -8.4% | +14.2% | -22.6% | -11.1% |
| 30D | +2.2% | +26.8% | -24.6% | -3.1% |
| 3M | +8.8% | +13.1% | -4.3% | +5.4% |
| 6M | -0.5% | +27.9% | -28.4% | -7.2% |
| YTD | +36.2% | +38.7% | -2.5% | +23.5% |
| 1Y | +36.6% | +40.4% | -3.8% | +23.3% |
| 3Y | +48.1% | +66.1% | -18.0% | +26.7% |
| 5Y | +114.3% | +47.4% | +66.9% | +84.9% |
| 10Y | +139.2% | +238.3% | -99.2% | +68.3% |
| All | +1,394.7% | +1,727.7% | -333.0% | +642.1% |
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