+405.7%
MAS vs BR
+1,493.9%
-1,088.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.9% | -4.9% |
| 7D | +4.6% | +8.9% | -4.3% | -0.7% |
| 30D | +19.9% | +22.2% | -2.3% | +6.2% |
| 3M | +8.9% | +19.4% | -10.5% | -2.8% |
| 6M | +20.2% | +29.1% | -9.0% | +1.2% |
| YTD | +33.9% | -11.5% | +45.4% | +40.1% |
| 1Y | +34.7% | -9.3% | +43.9% | +38.6% |
| 3Y | +60.4% | +15.6% | +44.8% | +39.6% |
| 5Y | +43.5% | +22.1% | +21.3% | +18.6% |
| 10Y | +226.7% | +260.8% | -34.1% | +24.4% |
| All | +405.7% | +1,493.9% | -1,088.2% | -25.4% |
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