+1,662.2%
AEHR vs MAS
+215.9%
+1,446.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.5% | +10.0% |
| 7D | -2.4% | +2.4% | -4.8% | -4.3% |
| 30D | -40.1% | +19.8% | -59.9% | -47.7% |
| 3M | -46.3% | +9.8% | -56.1% | -50.7% |
| 6M | -44.6% | +15.8% | -60.4% | -51.7% |
| YTD | +165.3% | +31.8% | +133.5% | +109.2% |
| 1Y | +126.1% | +35.4% | +90.8% | +75.2% |
| 3Y | +132.2% | +59.2% | +73.0% | +63.3% |
| 5Y | +108.3% | +41.2% | +67.0% | +57.4% |
| All | +1,662.2% | +215.9% | +1,446.2% | +908.8% |
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