+1,392.2%
MAS vs BBWI
+1,034.6%
+357.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +0.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | -5.6% | -5.2% | -0.4% | -4.4% |
| 3M | +4.4% | +11.1% | -6.7% | +0.5% |
| 6M | +7.2% | -13.4% | +20.6% | +9.9% |
| YTD | +16.1% | +0.1% | +16.0% | +13.3% |
| 1Y | +0.1% | -36.1% | +36.2% | +9.6% |
| 3Y | +28.3% | -44.1% | +72.4% | +39.0% |
| 5Y | +30.5% | -66.2% | +96.7% | +56.0% |
| 10Y | +139.1% | -54.8% | +193.9% | +107.7% |
| All | +1,392.2% | +1,034.6% | +357.6% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling