-15.5%
AA vs MAS
+41.7%
-57.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -3.5% |
| 7D | -3.7% | +4.6% | -8.2% | -5.9% |
| 30D | -10.8% | +19.9% | -30.6% | -19.2% |
| 3M | -19.1% | +8.9% | -28.0% | -23.1% |
| 6M | -38.7% | +20.2% | -58.9% | -45.6% |
| YTD | -27.1% | +33.9% | -61.0% | -41.2% |
| 1Y | +8.3% | +34.7% | -26.3% | -13.0% |
| 3Y | +49.6% | +60.4% | -10.8% | +6.1% |
| 5Y | -15.5% | +43.5% | -58.9% | -43.9% |
| All | -15.5% | +41.7% | -57.2% | -43.9% |
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 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