-28.9%
AAL vs MAS
+392.9%
-421.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.7% | -2.7% |
| 7D | +1.2% | +4.6% | -3.4% | -1.8% |
| 30D | -0.5% | +19.9% | -20.4% | -12.5% |
| 3M | -22.0% | +8.9% | -30.9% | -26.7% |
| 6M | +4.5% | +20.2% | -15.6% | -8.4% |
| YTD | -15.7% | +33.9% | -49.5% | -32.5% |
| 1Y | -3.7% | +34.7% | -38.3% | -23.3% |
| 3Y | +7.9% | +60.4% | -52.5% | -24.9% |
| 5Y | -40.7% | +43.5% | -84.2% | -56.5% |
| 10Y | -66.3% | +226.7% | -293.0% | -87.2% |
| All | -28.9% | +392.9% | -421.9% | -86.9% |
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