+47.2%
MMM vs MAS
+41.7%
+5.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.3% | -1.6% |
| 7D | +5.9% | +4.6% | +1.3% | +3.9% |
| 30D | +14.7% | +19.9% | -5.1% | +5.8% |
| 3M | +3.6% | +8.9% | -5.3% | -0.5% |
| 6M | +32.7% | +20.2% | +12.6% | +20.8% |
| YTD | +18.9% | +33.9% | -14.9% | +1.8% |
| 1Y | +16.4% | +34.7% | -18.3% | -0.9% |
| 3Y | +159.8% | +60.4% | +99.4% | +100.3% |
| 5Y | +47.2% | +43.5% | +3.7% | +14.4% |
| All | +47.2% | +41.7% | +5.5% | +14.4% |
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