+140.2%
MAS vs BLDR
+382.3%
-242.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.8% |
| 7D | -0.8% | -2.8% | +2.1% | +0.4% |
| 30D | -5.6% | -13.3% | +7.7% | -0.3% |
| 3M | +4.4% | -12.3% | +16.7% | +9.7% |
| 6M | +7.2% | -31.5% | +38.7% | +23.3% |
| YTD | +16.1% | -36.1% | +52.2% | +36.6% |
| 1Y | +0.1% | -54.1% | +54.2% | +33.0% |
| 3Y | +28.3% | -55.8% | +84.1% | +66.0% |
| 5Y | +30.5% | +20.7% | +9.7% | +13.6% |
| All | +140.2% | +382.3% | -242.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling