+214.8%
MAS vs BR
+271.1%
-56.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +3.6% | +5.0% | -1.4% | +1.0% |
| 30D | +23.8% | +16.6% | +7.2% | +14.5% |
| 3M | +14.4% | +12.0% | +2.5% | +7.6% |
| 6M | +19.7% | +30.7% | -11.0% | +2.8% |
| YTD | +36.0% | -11.9% | +47.9% | +43.3% |
| 1Y | +40.4% | -11.6% | +51.9% | +47.6% |
| 3Y | +58.9% | +15.0% | +43.9% | +41.6% |
| 5Y | +44.5% | +18.1% | +26.4% | +24.5% |
| 10Y | +214.8% | +278.6% | -63.9% | +36.6% |
| All | +214.8% | +271.1% | -56.4% | +36.6% |
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