+1,831.5%
AEHR vs MAS
+215.0%
+1,616.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | +6.4% | +3.0% | +3.4% | +4.6% |
| 30D | -20.3% | +22.4% | -42.7% | -31.3% |
| 3M | -53.8% | +14.5% | -68.3% | -58.6% |
| 6M | -44.8% | +27.1% | -71.9% | -54.6% |
| YTD | +182.2% | +35.8% | +146.5% | +118.6% |
| 1Y | +174.7% | +39.4% | +135.3% | +109.1% |
| 3Y | +143.5% | +60.3% | +83.2% | +70.5% |
| 5Y | +129.9% | +39.4% | +90.4% | +73.5% |
| All | +1,831.5% | +215.0% | +1,616.5% | +951.6% |
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