+48.4%
MAS vs ABCL
-81.3%
+129.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -5.6% | +93.1% | -98.6% | -11.8% |
| 3M | +4.4% | +79.4% | -75.0% | -2.2% |
| 6M | +7.2% | +214.9% | -207.7% | -5.5% |
| YTD | +16.1% | +234.2% | -218.1% | +1.1% |
| 1Y | +0.1% | +174.8% | -174.7% | -11.9% |
| 3Y | +28.3% | +104.5% | -76.2% | +11.0% |
| 5Y | +30.5% | -39.0% | +69.5% | +16.4% |
| All | +48.4% | -81.3% | +129.7% | +35.3% |
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