+37.5%
MAS vs MTB
+21.0%
+16.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +21.6% | +0.8% | +20.8% | +21.2% |
| 3M | +14.1% | -12.8% | +26.9% | +25.7% |
| 6M | +22.6% | +6.7% | +15.9% | +17.0% |
| YTD | +35.4% | +11.3% | +24.1% | +24.5% |
| 1Y | +37.5% | +20.2% | +17.3% | +18.2% |
| All | +37.5% | +21.0% | +16.4% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling