+54.4%
MMM vs MAS
+137.9%
-83.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.7% |
| 7D | -3.3% | -0.8% | -2.6% | -3.0% |
| 30D | -7.0% | -5.6% | -1.5% | -4.7% |
| 3M | +10.8% | +4.4% | +6.4% | +7.6% |
| 6M | +5.8% | +7.2% | -1.4% | +0.6% |
| YTD | +6.8% | +16.1% | -9.3% | -2.5% |
| 1Y | +10.4% | +0.1% | +10.3% | +7.9% |
| 3Y | +104.7% | +28.3% | +76.4% | +74.8% |
| 5Y | +23.6% | +30.5% | -6.9% | +2.2% |
| All | +54.4% | +137.9% | -83.5% | -4.9% |
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