-45.2%
MDB vs MAS
+41.7%
-86.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.4% | -3.8% | -5.2% |
| 7D | -20.9% | +4.6% | -25.4% | -23.2% |
| 30D | -15.6% | +19.9% | -35.4% | -25.1% |
| 3M | -19.1% | +8.9% | -28.0% | -24.0% |
| 6M | +14.2% | +20.2% | -5.9% | -2.4% |
| YTD | -27.4% | +33.9% | -61.3% | -44.2% |
| 1Y | -13.0% | +34.7% | -47.7% | -33.9% |
| 3Y | -11.2% | +60.4% | -71.6% | -48.4% |
| 5Y | -45.2% | +43.5% | -88.6% | -64.7% |
| All | -45.2% | +41.7% | -86.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling