+291.9%
AA vs MAS
+1,430.5%
-1,138.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +5.0% | -5.6% | +10.5% | +7.7% |
| 3M | -35.8% | +4.4% | -40.3% | -37.8% |
| 6M | -18.4% | +7.2% | -25.6% | -22.7% |
| YTD | -5.5% | +16.1% | -21.6% | -14.5% |
| 1Y | +61.0% | +0.1% | +60.9% | +55.9% |
| 3Y | +66.2% | +28.3% | +37.9% | +43.4% |
| 5Y | +11.4% | +30.5% | -19.1% | -6.0% |
| 10Y | +116.9% | +139.1% | -22.3% | +40.5% |
| All | +291.9% | +1,430.5% | -1,138.6% | +8.9% |
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 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