+35.3%
MAS vs BR
+11.2%
+24.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +3.4% |
| 7D | -0.8% | -5.3% | +4.5% | +1.7% |
| 30D | -5.6% | +6.4% | -12.0% | -8.6% |
| 3M | +4.4% | +13.6% | -9.2% | -2.5% |
| 6M | +7.2% | -6.7% | +13.9% | +10.0% |
| YTD | +16.1% | -21.1% | +37.2% | +30.6% |
| 1Y | +0.1% | -29.6% | +29.7% | +20.6% |
| 3Y | +28.3% | -2.4% | +30.7% | +24.7% |
| All | +35.3% | +11.2% | +24.1% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling