+464.9%
MAS vs BB
+308.2%
+156.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.0% | -1.3% | +4.9% |
| 7D | +14.2% | -6.8% | +21.0% | +15.0% |
| 30D | +26.8% | -3.5% | +30.3% | +26.8% |
| 3M | +13.1% | -1.2% | +14.4% | +12.5% |
| 6M | +27.9% | +57.0% | -29.1% | +19.2% |
| YTD | +38.7% | +131.1% | -92.5% | +22.9% |
| 1Y | +40.4% | +87.6% | -47.2% | +27.3% |
| 3Y | +66.1% | +134.2% | -68.1% | +41.9% |
| 5Y | +47.4% | -19.9% | +67.3% | +38.6% |
| 10Y | +238.3% | +25.7% | +212.7% | +167.3% |
| All | +464.9% | +308.2% | +156.6% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling