+222.1%
MAS vs MTB
+137.5%
+84.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.3% | -2.6% |
| 7D | +4.6% | -1.9% | +6.5% | +5.4% |
| 30D | +19.9% | +0.5% | +19.4% | +19.8% |
| 3M | +8.9% | -12.2% | +21.1% | +14.5% |
| 6M | +20.2% | +3.4% | +16.8% | +18.8% |
| YTD | +33.9% | +11.3% | +22.6% | +28.7% |
| 1Y | +34.7% | +23.3% | +11.4% | +24.6% |
| 3Y | +60.4% | +96.8% | -36.4% | +24.0% |
| 5Y | +43.5% | +65.8% | -22.4% | +15.6% |
| All | +222.1% | +137.5% | +84.6% | +122.9% |
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