+57.8%
AIG vs MAS
+44.7%
+13.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.9% |
| 30D | +6.6% | +23.6% | -16.9% | +0.6% |
| 3M | +7.9% | +12.4% | -4.6% | +4.3% |
| 6M | +10.4% | +21.9% | -11.5% | +3.4% |
| YTD | -1.3% | +36.1% | -37.4% | -11.7% |
| 1Y | +11.5% | +39.5% | -28.0% | -1.2% |
| 3Y | +38.8% | +59.1% | -20.3% | +12.5% |
| 5Y | +57.8% | +44.4% | +13.4% | +29.4% |
| All | +57.8% | +44.7% | +13.2% | +29.4% |
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