+8.3%
AA vs MAS
+37.4%
-29.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -4.9% |
| 7D | -3.7% | +4.6% | -8.2% | -4.1% |
| 30D | -10.8% | +19.9% | -30.6% | -12.7% |
| 3M | -19.1% | +8.9% | -28.0% | -20.0% |
| 6M | -38.7% | +20.2% | -58.9% | -39.9% |
| YTD | -27.1% | +33.9% | -61.0% | -31.7% |
| 1Y | +8.3% | +34.7% | -26.3% | +0.9% |
| All | +8.3% | +37.4% | -29.1% | +0.9% |
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 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