+16.2%
MAS vs ADVB
-97.6%
+113.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.5% | +6.1% | -3.5% |
| 7D | +4.6% | -28.0% | +32.6% | +4.4% |
| 30D | +19.9% | -70.2% | +90.1% | +19.7% |
| 3M | +8.9% | -76.1% | +85.0% | +8.7% |
| 6M | +20.2% | -72.3% | +92.5% | +19.6% |
| YTD | +33.9% | -67.5% | +101.4% | +33.0% |
| 1Y | +34.7% | -78.6% | +113.2% | +34.6% |
| All | +16.2% | -97.6% | +113.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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