+61.7%
MAS vs BG
+1.4%
+60.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.7% |
| 7D | +4.6% | +2.6% | +1.9% | +4.1% |
| 30D | +19.9% | -8.2% | +28.1% | +21.3% |
| 3M | +8.9% | -7.0% | +15.9% | +9.4% |
| 6M | +20.2% | -23.5% | +43.6% | +25.2% |
| YTD | +33.9% | +12.6% | +21.3% | +26.9% |
| 1Y | +34.7% | +5.8% | +28.9% | +29.5% |
| All | +61.7% | +1.4% | +60.3% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling