+41.0%
MAS vs BR
+19.3%
+21.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | +2.0% | +6.5% | -4.5% | -1.1% |
| 30D | +19.4% | +18.9% | +0.5% | +10.0% |
| 3M | +9.4% | +16.3% | -6.9% | +1.3% |
| 6M | +15.3% | +26.2% | -10.9% | +1.8% |
| YTD | +31.3% | -13.1% | +44.4% | +41.5% |
| 1Y | +34.9% | -10.5% | +45.3% | +42.6% |
| 3Y | +58.6% | +13.3% | +45.2% | +41.5% |
| All | +41.0% | +19.3% | +21.7% | +16.7% |
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