+58.6%
MAS vs BLDR
-50.4%
+109.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | +0.3% |
| 7D | +2.0% | -3.7% | +5.6% | +3.6% |
| 30D | +19.4% | +16.8% | +2.6% | +10.2% |
| 3M | +9.4% | -13.7% | +23.2% | +16.4% |
| 6M | +15.3% | -21.9% | +37.2% | +27.7% |
| YTD | +31.3% | -39.2% | +70.5% | +61.6% |
| 1Y | +34.9% | -42.6% | +77.5% | +69.8% |
| 3Y | +58.6% | -50.2% | +108.8% | +93.8% |
| All | +58.6% | -50.4% | +109.0% | +93.8% |
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 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