+61.7%
MAS vs BR
+15.4%
+46.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.9% | -4.3% |
| 7D | +4.6% | +8.9% | -4.3% | +1.6% |
| 30D | +19.9% | +22.2% | -2.3% | +12.3% |
| 3M | +8.9% | +19.4% | -10.5% | +2.4% |
| 6M | +20.2% | +29.1% | -9.0% | +9.5% |
| YTD | +33.9% | -11.5% | +45.4% | +44.4% |
| 1Y | +34.7% | -9.3% | +43.9% | +43.2% |
| All | +61.7% | +15.4% | +46.3% | +40.2% |
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