+71.1%
MAS vs ABCL
-81.8%
+152.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +5.9% | -2.7% |
| 7D | +4.6% | -14.9% | +19.5% | +5.8% |
| 30D | +19.9% | -15.4% | +35.2% | +21.1% |
| 3M | +8.9% | +88.0% | -79.1% | +1.4% |
| 6M | +20.2% | +138.8% | -118.7% | +8.3% |
| YTD | +33.9% | +225.4% | -191.6% | +16.2% |
| 1Y | +34.7% | +137.3% | -102.7% | +20.2% |
| 3Y | +60.4% | +136.8% | -76.4% | +36.7% |
| 5Y | +43.5% | -26.2% | +69.7% | +27.5% |
| All | +71.1% | -81.8% | +152.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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