+217.1%
MAS vs BLDR
+568.9%
-351.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | +0.2% |
| 7D | +2.4% | -3.7% | +6.0% | +3.7% |
| 30D | +19.8% | +16.8% | +3.1% | +12.3% |
| 3M | +9.8% | -13.7% | +23.6% | +15.7% |
| 6M | +15.8% | -21.9% | +37.6% | +26.3% |
| YTD | +31.8% | -39.2% | +71.0% | +57.3% |
| 1Y | +35.4% | -42.6% | +78.0% | +64.8% |
| 3Y | +59.2% | -50.2% | +109.4% | +97.2% |
| 5Y | +41.2% | -7.0% | +48.2% | +34.8% |
| All | +217.1% | +568.9% | -351.8% | +39.3% |
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