+23.8%
MAS vs BIYA
-99.9%
+123.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.6% | +4.1% | -3.4% |
| 7D | +4.6% | -10.6% | +15.1% | +4.5% |
| 30D | +19.9% | -19.4% | +39.3% | +19.9% |
| 3M | +8.9% | -61.5% | +70.4% | +8.9% |
| 6M | +20.2% | -91.5% | +111.7% | +19.9% |
| YTD | +33.9% | -97.2% | +131.0% | +34.1% |
| 1Y | +34.7% | -98.4% | +133.1% | +35.0% |
| All | +23.8% | -99.9% | +123.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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