+222.1%
MAS vs BB
+18.6%
+203.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.0% | -3.0% |
| 7D | +4.6% | -8.9% | +13.5% | +5.6% |
| 30D | +19.9% | -12.6% | +32.5% | +21.2% |
| 3M | +8.9% | -4.1% | +13.0% | +8.7% |
| 6M | +20.2% | +49.5% | -29.3% | +12.5% |
| YTD | +33.9% | +120.8% | -87.0% | +19.1% |
| 1Y | +34.7% | +76.2% | -41.5% | +22.8% |
| 3Y | +60.4% | +123.8% | -63.4% | +37.1% |
| 5Y | +43.5% | -24.3% | +67.7% | +33.1% |
| All | +222.1% | +18.6% | +203.5% | +135.9% |
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