+2,078.1%
AEHR vs MAS
+217.4%
+1,860.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.3% |
| 7D | +8.1% | -1.8% | +9.9% | +10.0% |
| 30D | -15.9% | +23.6% | -39.4% | -27.9% |
| 3M | -43.9% | +12.4% | -56.3% | -49.2% |
| 6M | -37.1% | +21.9% | -58.9% | -46.8% |
| YTD | +225.8% | +36.1% | +189.7% | +152.0% |
| 1Y | +184.0% | +39.5% | +144.5% | +116.3% |
| 3Y | +168.5% | +59.1% | +109.4% | +88.9% |
| 5Y | +186.2% | +44.4% | +141.8% | +112.9% |
| 10Y | +2,078.1% | +217.0% | +1,861.2% | +1,095.8% |
| All | +2,078.1% | +217.4% | +1,860.8% | +1,095.8% |
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