+210.3%
MAS vs BB
+26.1%
+184.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -6.0% | -2.0% |
| 7D | +2.4% | +3.8% | -1.5% | +1.9% |
| 30D | +19.8% | -0.3% | +20.2% | +19.4% |
| 3M | +9.8% | -0.5% | +10.3% | +9.1% |
| 6M | +15.8% | +45.9% | -30.1% | +8.7% |
| YTD | +31.8% | +130.6% | -98.8% | +16.7% |
| 1Y | +35.4% | +89.2% | -53.8% | +22.4% |
| 3Y | +59.2% | +137.5% | -78.3% | +35.1% |
| 5Y | +41.2% | -20.9% | +62.1% | +30.4% |
| All | +210.3% | +26.1% | +184.2% | +125.9% |
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