-0.1%
AGG vs MAS
+32.5%
-32.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | +2.4% | +19.8% | -17.5% | +1.2% |
| 3M | -0.2% | +9.8% | -10.0% | -0.9% |
| 6M | -1.0% | +15.8% | -16.7% | -2.1% |
| YTD | -0.4% | +31.8% | -32.2% | -2.2% |
| 1Y | -0.1% | +35.4% | -35.4% | -2.1% |
| All | -0.1% | +32.5% | -32.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling