+137.2%
MAS vs BRKR
+155.3%
-18.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -5.7% | -8.7% | +2.9% | -3.0% |
| 30D | -7.8% | -9.9% | +2.1% | -4.9% |
| 3M | -6.7% | -3.1% | -3.6% | -8.0% |
| 6M | +10.7% | +45.5% | -34.8% | -6.5% |
| YTD | +9.4% | +13.7% | -4.3% | -0.3% |
| 1Y | -7.2% | +67.4% | -74.6% | -27.2% |
| 3Y | +27.5% | -13.2% | +40.7% | +19.4% |
| 5Y | +26.4% | -39.5% | +65.8% | +32.4% |
| All | +137.2% | +155.3% | -18.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling