+40.4%
MAS vs BR
-10.5%
+50.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.6% | +5.0% | -1.4% | +2.9% |
| 30D | +23.8% | +16.6% | +7.2% | +22.0% |
| 3M | +14.4% | +12.0% | +2.5% | +12.9% |
| 6M | +19.7% | +30.7% | -11.0% | +16.8% |
| YTD | +36.0% | -11.9% | +47.9% | +44.7% |
| 1Y | +40.4% | -11.6% | +51.9% | +48.5% |
| All | +40.4% | -10.5% | +50.9% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling