+212.3%
MAS vs USFR
+28.6%
+183.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +22.4% | +0.4% | +22.1% | +22.0% |
| 3M | +14.5% | +1.1% | +13.4% | +13.4% |
| 6M | +27.1% | +2.0% | +25.1% | +24.8% |
| YTD | +35.8% | +3.5% | +32.3% | +31.3% |
| 1Y | +39.4% | +4.1% | +35.3% | +33.9% |
| 3Y | +60.3% | +14.4% | +45.9% | +38.9% |
| 5Y | +39.4% | +21.4% | +18.0% | +13.0% |
| All | +212.3% | +28.6% | +183.8% | +147.0% |
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