+233.3%
AEHR vs MAS
+680.3%
-447.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -3.4% | -15.8% | -18.0% |
| 7D | -19.7% | +4.6% | -24.2% | -21.1% |
| 30D | -46.6% | +19.9% | -66.5% | -50.4% |
| 3M | -50.2% | +8.9% | -59.1% | -52.3% |
| 6M | -46.1% | +20.2% | -66.2% | -50.4% |
| YTD | +143.5% | +33.9% | +109.6% | +115.3% |
| 1Y | +91.1% | +34.7% | +56.4% | +68.8% |
| 3Y | +100.7% | +60.4% | +40.3% | +69.3% |
| 5Y | +91.1% | +43.5% | +47.7% | +69.9% |
| 10Y | +1,403.4% | +226.7% | +1,176.7% | +930.4% |
| All | +233.3% | +680.3% | -447.0% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling