+0.8%
MAS vs ADVB
-88.3%
+89.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | -0.8% | -3.8% | +3.0% | -0.8% |
| 30D | -5.6% | +17.6% | -23.1% | -5.5% |
| 3M | +4.4% | +119.1% | -114.7% | +3.6% |
| 6M | +7.2% | +103.4% | -96.2% | +6.4% |
| YTD | +16.1% | +59.8% | -43.7% | +15.6% |
| 1Y | +0.1% | +8.5% | -8.4% | -0.1% |
| All | +0.8% | -88.3% | +89.1% | +15.1% |
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