+77.2%
MAS vs ABCL
-79.9%
+157.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.6% |
| 7D | +14.2% | -10.0% | +24.1% | +15.0% |
| 30D | +26.8% | -10.9% | +37.7% | +27.6% |
| 3M | +13.1% | +101.6% | -88.5% | +4.8% |
| 6M | +27.9% | +167.5% | -139.6% | +14.2% |
| YTD | +38.7% | +259.1% | -220.4% | +19.4% |
| 1Y | +40.4% | +152.2% | -111.8% | +24.7% |
| 3Y | +66.1% | +161.3% | -95.2% | +40.5% |
| 5Y | +47.4% | -29.3% | +76.7% | +30.1% |
| All | +77.2% | -79.9% | +157.1% | +59.8% |
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