+222.1%
MAS vs USFR
+28.4%
+193.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +19.9% | +0.4% | +19.5% | +19.4% |
| 3M | +8.9% | +1.1% | +7.8% | +7.9% |
| 6M | +20.2% | +2.0% | +18.1% | +17.9% |
| YTD | +33.9% | +3.4% | +30.5% | +29.6% |
| 1Y | +34.7% | +4.1% | +30.6% | +29.4% |
| 3Y | +60.4% | +14.4% | +46.0% | +39.1% |
| 5Y | +43.5% | +21.3% | +22.1% | +16.5% |
| All | +222.1% | +28.4% | +193.6% | +155.5% |
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