+28.3%
MAS vs BIYA
-99.9%
+128.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.3% | +8.9% | +5.6% |
| 7D | +14.2% | -4.0% | +18.2% | +14.2% |
| 30D | +26.8% | -15.0% | +41.8% | +26.8% |
| 3M | +13.1% | -58.1% | +71.2% | +13.2% |
| 6M | +27.9% | -90.0% | +117.9% | +27.7% |
| YTD | +38.7% | -96.9% | +135.6% | +38.9% |
| 1Y | +40.4% | -98.2% | +138.6% | +40.6% |
| All | +28.3% | -99.9% | +128.1% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling