+450.9%
MAS vs BG
+1,131.5%
-680.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | -0.8% | +2.8% | -3.5% | -1.7% |
| 30D | -5.6% | +12.0% | -17.6% | -9.2% |
| 3M | +4.4% | -7.7% | +12.1% | +6.5% |
| 6M | +7.2% | +4.5% | +2.7% | +4.4% |
| YTD | +16.1% | +35.7% | -19.6% | +3.7% |
| 1Y | +0.1% | +50.1% | -50.0% | -14.0% |
| 3Y | +28.3% | +12.6% | +15.7% | +19.0% |
| 5Y | +30.5% | +75.4% | -45.0% | +0.8% |
| 10Y | +139.1% | +150.5% | -11.3% | +51.8% |
| All | +450.9% | +1,131.5% | -680.6% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling