+140.2%
MAS vs BB
-0.4%
+140.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -5.6% | +4.9% | -0.1% |
| 30D | -5.6% | -11.8% | +6.2% | -4.3% |
| 3M | +4.4% | -25.5% | +30.0% | +7.0% |
| 6M | +7.2% | +121.3% | -114.1% | -4.2% |
| YTD | +16.1% | +103.2% | -87.1% | +4.7% |
| 1Y | +0.1% | +102.6% | -102.5% | -10.1% |
| 3Y | +28.3% | +37.5% | -9.2% | +16.0% |
| 5Y | +30.5% | -30.4% | +60.9% | +22.6% |
| All | +140.2% | -0.4% | +140.5% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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