+34.7%
MAS vs BB
+82.0%
-47.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.0% | -3.3% |
| 7D | +4.6% | -8.9% | +13.5% | +4.9% |
| 30D | +19.9% | -12.6% | +32.5% | +20.2% |
| 3M | +8.9% | -4.1% | +13.0% | +8.7% |
| 6M | +20.2% | +49.5% | -29.3% | +15.3% |
| YTD | +33.9% | +120.8% | -87.0% | +20.8% |
| 1Y | +34.7% | +76.2% | -41.5% | +23.4% |
| All | +34.7% | +82.0% | -47.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling