+1,355.9%
MAS vs BEN
+4,901.8%
-3,545.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.0% | +4.7% | -3.7% | -1.1% |
| 30D | -8.1% | +2.6% | -10.7% | -9.2% |
| 3M | +3.3% | +11.5% | -8.2% | -1.8% |
| 6M | +12.4% | +35.3% | -22.9% | -2.4% |
| YTD | +13.3% | +48.6% | -35.4% | -5.9% |
| 1Y | -4.7% | +46.7% | -51.4% | -20.6% |
| 3Y | +33.0% | +57.0% | -24.1% | +5.0% |
| 5Y | +33.9% | +41.8% | -7.9% | +8.8% |
| 10Y | +135.4% | +55.2% | +80.2% | +68.9% |
| All | +1,355.9% | +4,901.8% | -3,545.9% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling