+1,392.2%
MAS vs BN
+15,251.3%
-13,859.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.8% | -2.5% | +1.7% | +0.4% |
| 30D | -5.6% | -9.5% | +3.9% | -1.2% |
| 3M | +4.4% | -10.4% | +14.8% | +9.9% |
| 6M | +7.2% | -6.4% | +13.6% | +10.3% |
| YTD | +16.1% | -11.9% | +28.0% | +22.5% |
| 1Y | +0.1% | -8.6% | +8.7% | +3.5% |
| 3Y | +28.3% | +77.6% | -49.2% | -3.7% |
| 5Y | +30.5% | +37.0% | -6.6% | +8.3% |
| 10Y | +139.1% | +266.4% | -127.3% | +23.0% |
| All | +1,392.2% | +15,251.3% | -13,859.1% | +210.1% |
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