+875.5%
MDB vs MAS
+145.0%
+730.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.7% |
| 7D | -11.4% | +2.0% | -13.3% | -12.6% |
| 30D | -13.8% | +19.4% | -33.2% | -22.4% |
| 3M | -15.5% | +9.4% | -24.9% | -20.4% |
| 6M | +17.9% | +15.3% | +2.6% | +5.4% |
| YTD | -25.5% | +31.3% | -56.8% | -39.5% |
| 1Y | -12.1% | +34.9% | -46.9% | -30.2% |
| 3Y | -5.9% | +58.6% | -64.5% | -35.4% |
| 5Y | -43.7% | +40.7% | -84.4% | -58.7% |
| All | +875.5% | +145.0% | +730.5% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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