+215.9%
MAS vs MTB
+135.3%
+80.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.0% | -1.3% | +3.3% | +2.6% |
| 30D | +19.4% | +0.5% | +18.9% | +19.3% |
| 3M | +9.4% | -12.4% | +21.8% | +15.2% |
| 6M | +15.3% | +1.5% | +13.8% | +14.8% |
| YTD | +31.3% | +10.3% | +21.0% | +26.7% |
| 1Y | +34.9% | +22.2% | +12.7% | +25.2% |
| 3Y | +58.6% | +96.9% | -38.3% | +22.7% |
| 5Y | +40.7% | +64.3% | -23.6% | +13.8% |
| All | +215.9% | +135.3% | +80.6% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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