+217.0%
MAS vs PPG
+57.1%
+159.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -1.8% | -1.2% | -0.6% | -0.9% |
| 30D | +23.6% | +21.2% | +2.4% | +8.2% |
| 3M | +12.4% | +8.2% | +4.2% | +6.6% |
| 6M | +21.9% | +17.2% | +4.7% | +10.0% |
| YTD | +36.1% | +25.0% | +11.2% | +17.2% |
| 1Y | +39.5% | +33.5% | +6.0% | +14.9% |
| 3Y | +59.1% | +4.2% | +55.0% | +53.6% |
| 5Y | +44.4% | -12.7% | +57.1% | +53.3% |
| 10Y | +217.0% | +58.0% | +159.0% | +115.0% |
| All | +217.0% | +57.1% | +159.9% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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