+3,251.6%
MMM vs MAS
+1,727.7%
+1,523.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.6% | +3.9% | +7.9% |
| 7D | +12.2% | +14.2% | -1.9% | +8.0% |
| 30D | +18.8% | +26.8% | -8.0% | +10.7% |
| 3M | +7.4% | +13.1% | -5.8% | +3.4% |
| 6M | +38.3% | +27.9% | +10.4% | +27.7% |
| YTD | +22.9% | +38.7% | -15.8% | +10.3% |
| 1Y | +23.0% | +40.4% | -17.4% | +9.9% |
| 3Y | +168.4% | +66.1% | +102.3% | +127.1% |
| 5Y | +53.0% | +47.4% | +5.6% | +32.5% |
| 10Y | +92.6% | +238.3% | -145.7% | +30.5% |
| All | +3,251.6% | +1,727.7% | +1,523.9% | +1,228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling