+1,682.0%
MAS vs MTB
+7,762.1%
-6,080.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.1% |
| 7D | +14.2% | +2.0% | +12.1% | +13.1% |
| 30D | +26.8% | +2.9% | +23.9% | +25.1% |
| 3M | +13.1% | -10.7% | +23.8% | +19.7% |
| 6M | +27.9% | +6.3% | +21.6% | +24.1% |
| YTD | +38.7% | +13.8% | +24.9% | +30.0% |
| 1Y | +40.4% | +27.7% | +12.6% | +24.2% |
| 3Y | +66.1% | +101.1% | -35.0% | +14.8% |
| 5Y | +47.4% | +70.5% | -23.1% | +6.1% |
| 10Y | +238.3% | +145.3% | +93.0% | +73.5% |
| All | +1,682.0% | +7,762.1% | -6,080.1% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling