+222.1%
MAS vs BLDR
+600.5%
-378.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.3% | -1.2% |
| 7D | +4.6% | +3.9% | +0.7% | +2.9% |
| 30D | +19.9% | +16.5% | +3.4% | +12.4% |
| 3M | +8.9% | -13.7% | +22.6% | +14.6% |
| 6M | +20.2% | -12.2% | +32.3% | +25.2% |
| YTD | +33.9% | -36.3% | +70.2% | +57.0% |
| 1Y | +34.7% | -41.3% | +75.9% | +62.4% |
| 3Y | +60.4% | -48.3% | +108.7% | +95.7% |
| 5Y | +43.5% | -2.6% | +46.0% | +34.5% |
| All | +222.1% | +600.5% | -378.5% | +39.0% |
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