+222.1%
MAS vs COO
+43.8%
+178.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | +4.6% | +5.3% | -0.7% | +2.3% |
| 30D | +19.9% | +12.5% | +7.3% | +14.0% |
| 3M | +8.9% | -15.1% | +24.0% | +16.2% |
| 6M | +20.2% | +3.7% | +16.5% | +17.0% |
| YTD | +33.9% | -22.5% | +56.4% | +48.1% |
| 1Y | +34.7% | -7.8% | +42.5% | +37.6% |
| 3Y | +60.4% | -24.1% | +84.5% | +73.2% |
| 5Y | +43.5% | -40.1% | +83.5% | +67.9% |
| All | +222.1% | +43.8% | +178.2% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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