+3,282.7%
AEHR vs MAS
+137.9%
+3,144.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.8% | +11.3% | +11.9% |
| 7D | +6.7% | -0.8% | +7.5% | +7.4% |
| 30D | -12.7% | -5.6% | -7.1% | -9.7% |
| 3M | -26.0% | +4.4% | -30.5% | -29.4% |
| 6M | +102.2% | +7.2% | +95.0% | +91.6% |
| YTD | +327.2% | +16.1% | +311.1% | +275.1% |
| 1Y | +228.1% | +0.1% | +228.0% | +216.9% |
| 3Y | +67.0% | +28.3% | +38.7% | +38.4% |
| 5Y | +928.1% | +30.5% | +897.7% | +751.0% |
| All | +3,282.7% | +137.9% | +3,144.8% | +2,081.8% |
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