-67.8%
AAL vs MAS
+219.8%
-287.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.7% | -2.8% |
| 7D | +1.2% | +4.6% | -3.4% | -1.7% |
| 30D | -0.5% | +19.9% | -20.4% | -12.1% |
| 3M | -22.0% | +8.9% | -30.9% | -26.5% |
| 6M | +4.5% | +20.2% | -15.6% | -8.0% |
| YTD | -15.7% | +33.9% | -49.5% | -31.8% |
| 1Y | -3.7% | +34.7% | -38.3% | -22.6% |
| 3Y | +7.9% | +60.4% | -52.5% | -23.7% |
| 5Y | -40.7% | +43.5% | -84.2% | -55.9% |
| All | -67.8% | +219.8% | -287.6% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling