+217.0%
MAS vs COO
+40.2%
+176.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -1.8% | -2.3% | +0.5% | -0.8% |
| 30D | +23.6% | +13.3% | +10.3% | +17.2% |
| 3M | +12.4% | -18.1% | +30.5% | +22.0% |
| 6M | +21.9% | +6.7% | +15.2% | +17.1% |
| YTD | +36.1% | -23.2% | +59.3% | +51.3% |
| 1Y | +39.5% | -12.3% | +51.8% | +45.8% |
| 3Y | +59.1% | -23.6% | +82.7% | +71.3% |
| 5Y | +44.4% | -38.7% | +83.1% | +67.8% |
| 10Y | +217.0% | +42.2% | +174.8% | +165.5% |
| All | +217.0% | +40.2% | +176.8% | +165.5% |
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