+60.3%
MAS vs BR
+14.9%
+45.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | +22.4% | +14.4% | +8.0% | +17.2% |
| 3M | +14.5% | +12.4% | +2.1% | +10.0% |
| 6M | +27.1% | +35.4% | -8.3% | +13.8% |
| YTD | +35.8% | -12.2% | +47.9% | +46.8% |
| 1Y | +39.4% | -12.7% | +52.2% | +51.4% |
| 3Y | +60.3% | +14.3% | +46.0% | +50.3% |
| All | +60.3% | +14.9% | +45.3% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling