+43.5%
MAS vs BG
+21.2%
+22.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.5% |
| 3M | +8.9% | -7.0% | +15.9% | +9.6% |
| 6M | +20.2% | -23.5% | +43.6% | +25.4% |
| YTD | +33.9% | +12.6% | +21.3% | +28.3% |
| 1Y | +34.7% | +5.8% | +28.9% | +30.7% |
| 3Y | +60.4% | +1.4% | +59.0% | +54.0% |
| 5Y | +43.5% | +21.3% | +22.2% | +24.3% |
| All | +43.5% | +21.2% | +22.3% | +24.3% |
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