+15.1%
MMM vs MAS
+32.0%
-16.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | +6.2% | +2.0% | +4.2% | +5.7% |
| 30D | +14.2% | +19.4% | -5.2% | +7.9% |
| 3M | +2.9% | +9.4% | -6.5% | -0.2% |
| 6M | +27.6% | +15.3% | +12.2% | +21.0% |
| YTD | +17.3% | +31.3% | -14.0% | +5.1% |
| 1Y | +15.1% | +34.9% | -19.8% | +2.2% |
| All | +15.1% | +32.0% | -16.9% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling