+140.2%
MAS vs BR
+191.3%
-51.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +3.5% |
| 7D | -0.8% | -5.3% | +4.5% | +2.0% |
| 30D | -5.6% | +6.4% | -12.0% | -8.9% |
| 3M | +4.4% | +13.6% | -9.2% | -3.1% |
| 6M | +7.2% | -6.7% | +13.9% | +9.5% |
| YTD | +16.1% | -21.1% | +37.2% | +29.5% |
| 1Y | +0.1% | -29.6% | +29.7% | +19.2% |
| 3Y | +28.3% | -2.4% | +30.7% | +25.1% |
| 5Y | +30.5% | +11.2% | +19.2% | +15.5% |
| All | +140.2% | +191.3% | -51.2% | +30.3% |
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