+60.3%
MAS vs BRKR
+8.2%
+52.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +22.4% | +10.8% | +11.6% | +19.5% |
| 3M | +14.5% | +6.4% | +8.1% | +11.9% |
| 6M | +27.1% | +40.7% | -13.6% | +14.0% |
| YTD | +35.8% | +31.2% | +4.6% | +22.5% |
| 1Y | +39.4% | +48.0% | -8.6% | +21.7% |
| 3Y | +60.3% | +8.1% | +52.2% | +40.3% |
| All | +60.3% | +8.2% | +52.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling