+43.5%
MAS vs BR
+23.4%
+20.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.9% | -4.6% |
| 7D | +4.6% | +8.9% | -4.3% | +0.3% |
| 30D | +19.9% | +22.2% | -2.3% | +9.0% |
| 3M | +8.9% | +19.4% | -10.5% | -0.5% |
| 6M | +20.2% | +29.1% | -9.0% | +4.8% |
| YTD | +33.9% | -11.5% | +45.4% | +43.0% |
| 1Y | +34.7% | -9.3% | +43.9% | +41.6% |
| 3Y | +60.4% | +15.6% | +44.8% | +41.7% |
| 5Y | +43.5% | +22.1% | +21.3% | +17.3% |
| All | +43.5% | +23.4% | +20.1% | +17.3% |
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 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