+97.5%
AGG vs MAS
+551.2%
-453.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.3% |
| 7D | +0.5% | +4.6% | -4.1% | +0.5% |
| 30D | +2.4% | +19.9% | -17.5% | +2.3% |
| 3M | -0.8% | +8.9% | -9.7% | -0.8% |
| 6M | -0.8% | +20.2% | -21.0% | -0.9% |
| YTD | -0.6% | +33.9% | -34.5% | -0.7% |
| 1Y | 0.0% | +34.7% | -34.6% | -0.1% |
| 3Y | +14.4% | +60.4% | -46.0% | +14.3% |
| 5Y | -1.6% | +43.5% | -45.0% | -1.7% |
| 10Y | +15.1% | +226.7% | -211.6% | +16.1% |
| All | +97.5% | +551.2% | -453.7% | +104.6% |
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 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