+211.6%
MAS vs SNY
+76.7%
+134.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.2% | +3.3% | -2.1% | 0.0% |
| 30D | +21.6% | +23.9% | -2.3% | +13.1% |
| 3M | +14.1% | +10.9% | +3.2% | +10.2% |
| 6M | +22.6% | +13.1% | +9.5% | +17.5% |
| YTD | +35.4% | +5.5% | +29.9% | +32.5% |
| 1Y | +37.5% | -1.5% | +39.0% | +37.6% |
| 3Y | +58.3% | +21.3% | +37.1% | +44.8% |
| 5Y | +39.1% | +18.3% | +20.8% | +23.1% |
| All | +211.6% | +76.7% | +134.9% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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