+35.3%
MAS vs BBWI
-66.0%
+101.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +1.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -5.6% | -5.2% | -0.4% | -4.6% |
| 3M | +4.4% | +11.1% | -6.7% | +1.2% |
| 6M | +7.2% | -13.4% | +20.6% | +9.7% |
| YTD | +16.1% | +0.1% | +16.0% | +14.0% |
| 1Y | +0.1% | -36.1% | +36.2% | +9.1% |
| 3Y | +28.3% | -44.1% | +72.4% | +38.3% |
| All | +35.3% | -66.0% | +101.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling