+210.3%
MAS vs BR
+263.0%
-52.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.6% |
| 7D | +2.4% | +6.5% | -4.1% | -0.9% |
| 30D | +19.8% | +18.9% | +0.9% | +9.7% |
| 3M | +9.8% | +16.3% | -6.4% | +1.2% |
| 6M | +15.8% | +26.2% | -10.4% | +1.3% |
| YTD | +31.8% | -13.1% | +44.9% | +39.9% |
| 1Y | +35.4% | -10.5% | +45.8% | +41.1% |
| 3Y | +59.2% | +13.3% | +45.9% | +43.0% |
| 5Y | +41.2% | +19.9% | +21.3% | +20.6% |
| All | +210.3% | +263.0% | -52.7% | +42.6% |
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