+140.2%
MAS vs MTB
+171.4%
-31.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.4% |
| 30D | -5.6% | -4.2% | -1.4% | -4.0% |
| 3M | +4.4% | +8.9% | -4.4% | +1.2% |
| 6M | +7.2% | +10.9% | -3.7% | +3.2% |
| YTD | +16.1% | +21.5% | -5.4% | +7.9% |
| 1Y | +0.1% | +21.9% | -21.8% | -7.2% |
| 3Y | +28.3% | +109.2% | -80.9% | -3.4% |
| 5Y | +30.5% | +102.0% | -71.5% | -2.7% |
| All | +140.2% | +171.4% | -31.3% | +49.3% |
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