+33.8%
MAS vs BLDR
-55.3%
+89.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.6% |
| 7D | -0.8% | -2.8% | +2.1% | +0.6% |
| 30D | -5.6% | -13.3% | +7.7% | +0.8% |
| 3M | +4.4% | -12.3% | +16.7% | +10.5% |
| 6M | +7.2% | -31.5% | +38.7% | +26.2% |
| YTD | +16.1% | -36.1% | +52.2% | +40.3% |
| 1Y | +0.1% | -54.1% | +54.2% | +39.5% |
| All | +33.8% | -55.3% | +89.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling