-0.9%
AIG vs MAS
-2.4%
+1.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.9% | -0.8% | -0.2% | -0.9% |
| 30D | -4.9% | -5.6% | +0.7% | -4.6% |
| 3M | +4.5% | +4.4% | 0.0% | +4.0% |
| 6M | -1.4% | +7.2% | -8.6% | -2.8% |
| YTD | -9.8% | +16.1% | -25.9% | -12.2% |
| All | -0.9% | -2.4% | +1.5% | -1.7% |
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