+224.3%
MAS vs USFR
+28.5%
+195.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +25.5% | +0.4% | +25.1% | +25.0% |
| 3M | +11.8% | +1.1% | +10.7% | +10.7% |
| 6M | +21.3% | +2.0% | +19.3% | +19.1% |
| YTD | +37.7% | +3.4% | +34.3% | +33.3% |
| 1Y | +41.0% | +4.1% | +36.9% | +35.5% |
| 3Y | +63.0% | +14.3% | +48.7% | +41.4% |
| 5Y | +44.1% | +21.3% | +22.8% | +17.0% |
| 10Y | +224.3% | +28.5% | +195.8% | +157.1% |
| All | +224.3% | +28.5% | +195.8% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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