-1.5%
AGG vs MAS
+39.2%
-40.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | +2.4% | +19.4% | -17.0% | +1.1% |
| 3M | -0.6% | +9.4% | -10.0% | -1.3% |
| 6M | -1.3% | +15.3% | -16.6% | -2.5% |
| YTD | -0.7% | +31.3% | -32.0% | -3.0% |
| 1Y | -0.4% | +34.9% | -35.3% | -2.9% |
| 3Y | +14.8% | +58.6% | -43.7% | +9.7% |
| All | -1.5% | +39.2% | -40.6% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling