+338.6%
MAS vs BR
+1,321.0%
-982.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +3.8% |
| 7D | -0.8% | -5.3% | +4.5% | +2.5% |
| 30D | -5.6% | +6.4% | -12.0% | -9.5% |
| 3M | +4.4% | +13.6% | -9.2% | -4.4% |
| 6M | +7.2% | -6.7% | +13.9% | +9.4% |
| YTD | +16.1% | -21.1% | +37.2% | +30.4% |
| 1Y | +0.1% | -29.6% | +29.7% | +20.8% |
| 3Y | +28.3% | -2.4% | +30.7% | +24.0% |
| 5Y | +30.5% | +11.2% | +19.2% | +13.8% |
| 10Y | +139.1% | +191.8% | -52.6% | +4.4% |
| All | +338.6% | +1,321.0% | -982.4% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling