+78.8%
MMM vs MAS
+217.0%
-138.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +7.0% | +3.6% | +3.4% | +5.3% |
| 30D | +18.4% | +23.8% | -5.4% | +7.3% |
| 3M | +4.5% | +14.4% | -9.9% | -2.0% |
| 6M | +33.4% | +19.7% | +13.7% | +21.3% |
| YTD | +20.0% | +36.0% | -16.0% | +1.7% |
| 1Y | +15.0% | +40.4% | -25.3% | -4.1% |
| 3Y | +165.0% | +58.9% | +106.1% | +104.9% |
| 5Y | +47.9% | +44.5% | +3.4% | +16.7% |
| All | +78.8% | +217.0% | -138.2% | +1.1% |
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