+35.3%
MAS vs BEN
+39.3%
-4.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | 0.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -5.6% | -0.5% | -5.0% | -5.3% |
| 3M | +4.4% | +9.7% | -5.3% | -0.6% |
| 6M | +7.2% | +33.9% | -26.7% | -8.6% |
| YTD | +16.1% | +49.0% | -32.9% | -6.5% |
| 1Y | +0.1% | +42.1% | -42.0% | -17.7% |
| 3Y | +28.3% | +51.9% | -23.6% | -0.9% |
| All | +35.3% | +39.3% | -4.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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