+1,969.2%
AEHR vs MAS
+214.3%
+1,754.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.9% |
| 7D | +24.2% | +1.2% | +23.0% | +23.4% |
| 30D | -21.2% | +21.6% | -42.8% | -31.8% |
| 3M | -52.8% | +14.1% | -66.9% | -57.6% |
| 6M | -36.9% | +22.6% | -59.5% | -46.9% |
| YTD | +202.3% | +35.4% | +166.9% | +134.6% |
| 1Y | +162.9% | +37.5% | +125.4% | +102.1% |
| 3Y | +149.1% | +58.3% | +90.8% | +75.8% |
| 5Y | +146.2% | +39.1% | +107.1% | +86.1% |
| All | +1,969.2% | +214.3% | +1,754.9% | +1,028.4% |
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