+70.7%
AA vs MAS
+29.0%
+41.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -3.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +5.0% | -5.6% | +10.5% | +7.8% |
| 3M | -35.8% | +4.4% | -40.3% | -38.1% |
| 6M | -18.4% | +7.2% | -25.6% | -23.3% |
| YTD | -5.5% | +16.1% | -21.6% | -17.4% |
| 1Y | +61.0% | +0.1% | +60.9% | +55.8% |
| All | +70.7% | +29.0% | +41.6% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling