+44.1%
MAS vs BR
+20.2%
+23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.0% |
| 7D | +3.3% | +4.4% | -1.1% | +1.1% |
| 30D | +25.5% | +16.3% | +9.2% | +16.8% |
| 3M | +11.8% | +16.2% | -4.5% | +3.6% |
| 6M | +21.3% | +30.3% | -9.0% | +5.4% |
| YTD | +37.7% | -12.2% | +50.0% | +47.7% |
| 1Y | +41.0% | -11.3% | +52.3% | +50.2% |
| 3Y | +63.0% | +15.2% | +47.7% | +44.2% |
| 5Y | +44.1% | +18.0% | +26.1% | +19.5% |
| All | +44.1% | +20.2% | +23.9% | +19.5% |
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 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