+211.6%
MAS vs USFR
+28.5%
+183.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +21.6% | +0.4% | +21.2% | +21.2% |
| 3M | +14.1% | +1.0% | +13.1% | +13.0% |
| 6M | +22.6% | +2.0% | +20.6% | +20.3% |
| YTD | +35.4% | +3.4% | +32.0% | +31.0% |
| 1Y | +37.5% | +4.1% | +33.4% | +32.1% |
| 3Y | +58.3% | +14.4% | +43.9% | +37.2% |
| 5Y | +39.1% | +21.4% | +17.7% | +12.8% |
| All | +211.6% | +28.5% | +183.1% | +146.5% |
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