-23.2%
AIG vs MAS
+1,430.5%
-1,453.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.6% |
| 7D | -0.9% | -0.8% | -0.2% | -0.6% |
| 30D | -4.9% | -5.6% | +0.7% | -2.6% |
| 3M | +4.5% | +4.4% | 0.0% | +1.2% |
| 6M | -1.4% | +7.2% | -8.6% | -6.7% |
| YTD | -9.8% | +16.1% | -25.9% | -18.3% |
| 1Y | -4.5% | +0.1% | -4.6% | -8.0% |
| 3Y | +37.4% | +28.3% | +9.1% | +14.3% |
| 5Y | +55.0% | +30.5% | +24.5% | +24.6% |
| 10Y | +63.7% | +139.1% | -75.5% | -1.6% |
| All | -23.2% | +1,430.5% | -1,453.7% | -79.9% |
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