+41.0%
MAS vs BG
+21.4%
+19.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +2.0% | +2.5% | -0.6% | +1.5% |
| 30D | +19.4% | -6.1% | +25.5% | +20.5% |
| 3M | +9.4% | -8.5% | +17.9% | +10.5% |
| 6M | +15.3% | -20.4% | +35.7% | +19.4% |
| YTD | +31.3% | +13.3% | +18.0% | +25.7% |
| 1Y | +34.9% | +7.3% | +27.6% | +30.5% |
| 3Y | +58.6% | +2.6% | +56.0% | +51.9% |
| All | +41.0% | +21.4% | +19.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling