+8.6%
AA vs MAS
+32.0%
-23.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.2% |
| 7D | +0.9% | +2.0% | -1.1% | +0.7% |
| 30D | -6.7% | +19.4% | -26.1% | -8.8% |
| 3M | -16.3% | +9.4% | -25.8% | -17.3% |
| 6M | -37.1% | +15.3% | -52.4% | -38.1% |
| YTD | -25.0% | +31.3% | -56.3% | -30.0% |
| 1Y | +8.6% | +34.9% | -26.3% | -1.0% |
| All | +8.6% | +32.0% | -23.4% | -1.0% |
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