+1,682.0%
MAS vs BN
+16,344.0%
-14,662.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.1% | -0.4% | +2.8% |
| 7D | +14.2% | +12.0% | +2.2% | +8.4% |
| 30D | +26.8% | +17.0% | +9.8% | +18.1% |
| 3M | +13.1% | -3.2% | +16.4% | +14.9% |
| 6M | +27.9% | -3.9% | +31.8% | +30.4% |
| YTD | +38.7% | -5.6% | +44.3% | +41.8% |
| 1Y | +40.4% | -4.7% | +45.1% | +42.8% |
| 3Y | +66.1% | +98.4% | -32.3% | +18.9% |
| 5Y | +47.4% | +37.8% | +9.6% | +22.3% |
| 10Y | +238.3% | +292.7% | -54.4% | +68.6% |
| All | +1,682.0% | +16,344.0% | -14,662.0% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 all: compounded portfolio wealth divided by compounded BN 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…
all analysis · Full analysis span regression · 6 months rolling