+215.9%
MAS vs BR
+250.0%
-34.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | +2.0% | +6.5% | -4.5% | -1.3% |
| 30D | +19.4% | +18.9% | +0.5% | +9.3% |
| 3M | +9.4% | +16.3% | -6.9% | +0.8% |
| 6M | +15.3% | +26.2% | -10.9% | +1.0% |
| YTD | +31.3% | -13.1% | +44.4% | +39.3% |
| 1Y | +34.9% | -10.5% | +45.3% | +40.6% |
| 3Y | +58.6% | +13.3% | +45.2% | +42.7% |
| 5Y | +40.7% | +19.9% | +20.8% | +20.3% |
| All | +215.9% | +250.0% | -34.2% | +58.5% |
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