-8.2%
AAL vs MAS
+29.0%
-37.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | -0.1% |
| 7D | -3.7% | -0.8% | -3.0% | -3.2% |
| 30D | -20.8% | -5.6% | -15.2% | -17.4% |
| 3M | -1.3% | +4.4% | -5.7% | -4.7% |
| 6M | +5.4% | +7.2% | -1.8% | -1.0% |
| YTD | -14.4% | +16.1% | -30.5% | -24.5% |
| 1Y | +2.1% | +0.1% | +2.0% | +0.2% |
| All | -8.2% | +29.0% | -37.2% | -31.0% |
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