+1,682.0%
MAS vs BBWI
+1,269.0%
+413.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.5% | +4.4% |
| 7D | +14.2% | +8.8% | +5.4% | +11.4% |
| 30D | +26.8% | +34.8% | -8.0% | +15.7% |
| 3M | +13.1% | +12.9% | +0.2% | +8.1% |
| 6M | +27.9% | +29.6% | -1.7% | +16.5% |
| YTD | +38.7% | +20.8% | +17.9% | +27.3% |
| 1Y | +40.4% | +4.1% | +36.3% | +32.3% |
| 3Y | +66.1% | -21.0% | +87.1% | +61.5% |
| 5Y | +47.4% | -64.8% | +112.2% | +74.2% |
| 10Y | +238.3% | -37.7% | +276.1% | +163.3% |
| All | +1,682.0% | +1,269.0% | +413.0% | +376.4% |
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