+67.5%
MAS vs BB
+133.0%
-65.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.0% | -1.3% | +5.0% |
| 7D | +14.2% | -6.8% | +21.0% | +14.8% |
| 30D | +26.8% | -3.5% | +30.3% | +26.8% |
| 3M | +13.1% | -1.2% | +14.4% | +12.6% |
| 6M | +27.9% | +57.0% | -29.1% | +19.2% |
| YTD | +38.7% | +131.1% | -92.5% | +22.4% |
| 1Y | +40.4% | +87.6% | -47.2% | +26.9% |
| All | +67.5% | +133.0% | -65.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling