+41.0%
MAS vs BEN
+19.4%
+21.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -4.6% |
| 7D | +2.0% | +6.6% | -4.6% | -1.7% |
| 30D | +19.4% | +3.8% | +15.5% | +16.7% |
| 3M | +9.4% | +0.2% | +9.2% | +9.0% |
| 6M | +15.3% | +10.4% | +4.9% | +8.4% |
| YTD | +31.3% | +46.2% | -14.9% | +4.8% |
| 1Y | +34.9% | +52.3% | -17.4% | +4.9% |
| 3Y | +58.6% | +65.9% | -7.3% | +12.7% |
| All | +41.0% | +19.4% | +21.5% | +13.7% |
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