+215.9%
MAS vs BBWI
-43.7%
+259.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.2% |
| 7D | +2.0% | -6.2% | +8.2% | +3.5% |
| 30D | +19.4% | +19.9% | -0.5% | +14.6% |
| 3M | +9.4% | +7.1% | +2.3% | +7.2% |
| 6M | +15.3% | +13.7% | +1.7% | +11.1% |
| YTD | +31.3% | +9.6% | +21.7% | +26.4% |
| 1Y | +34.9% | -1.6% | +36.5% | +31.3% |
| 3Y | +58.6% | -25.9% | +84.5% | +59.1% |
| 5Y | +40.7% | -67.8% | +108.5% | +61.4% |
| All | +215.9% | -43.7% | +259.6% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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