+219.1%
AA vs MAS
+1,727.7%
-1,508.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.9% | +0.2% |
| 7D | +0.9% | +14.2% | -13.2% | -5.2% |
| 30D | -6.4% | +26.8% | -33.3% | -16.5% |
| 3M | -13.0% | +13.1% | -26.1% | -18.3% |
| 6M | -34.6% | +27.9% | -62.6% | -42.6% |
| YTD | -23.0% | +38.7% | -61.7% | -36.2% |
| 1Y | +16.0% | +40.4% | -24.4% | -4.4% |
| 3Y | +58.0% | +66.1% | -8.1% | +20.4% |
| 5Y | -7.9% | +47.4% | -55.3% | -26.7% |
| 10Y | +69.9% | +238.3% | -168.4% | -5.6% |
| All | +219.1% | +1,727.7% | -1,508.6% | -18.7% |
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