+224.3%
MAS vs BR
+266.7%
-42.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.0% |
| 7D | +3.3% | +4.4% | -1.1% | +1.0% |
| 30D | +25.5% | +16.3% | +9.2% | +16.2% |
| 3M | +11.8% | +16.2% | -4.5% | +3.0% |
| 6M | +21.3% | +30.3% | -9.0% | +4.4% |
| YTD | +37.7% | -12.2% | +50.0% | +45.4% |
| 1Y | +41.0% | -11.3% | +52.3% | +48.0% |
| 3Y | +63.0% | +15.2% | +47.7% | +45.1% |
| 5Y | +44.1% | +18.0% | +26.1% | +24.2% |
| 10Y | +224.3% | +268.7% | -44.4% | +48.3% |
| All | +224.3% | +266.7% | -42.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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