+140.2%
MAS vs BBWI
-54.8%
+194.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +1.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -5.6% | -5.2% | -0.4% | -4.7% |
| 3M | +4.4% | +11.1% | -6.7% | +1.6% |
| 6M | +7.2% | -13.4% | +20.6% | +9.4% |
| YTD | +16.1% | +0.1% | +16.0% | +14.4% |
| 1Y | +0.1% | -36.1% | +36.2% | +7.3% |
| 3Y | +28.3% | -44.1% | +72.4% | +37.0% |
| 5Y | +30.5% | -66.2% | +96.7% | +48.9% |
| All | +140.2% | -54.8% | +194.9% | +121.0% |
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