+212.3%
MAS vs BLDR
+479.0%
-266.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +3.0% | -3.0% | +6.0% | +4.2% |
| 30D | +22.4% | +20.1% | +2.3% | +13.4% |
| 3M | +14.5% | -17.5% | +32.0% | +22.7% |
| 6M | +27.1% | -16.1% | +43.2% | +35.0% |
| YTD | +35.8% | -41.0% | +76.8% | +64.0% |
| 1Y | +39.4% | -41.6% | +81.0% | +68.6% |
| 3Y | +60.3% | -50.8% | +111.1% | +99.6% |
| 5Y | +39.4% | -10.8% | +50.2% | +35.0% |
| All | +212.3% | +479.0% | -266.7% | +40.8% |
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