-21.1%
AIG vs MAS
+1,630.9%
-1,652.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.1% |
| 7D | -5.1% | +2.0% | -7.0% | -5.9% |
| 30D | +2.8% | +19.4% | -16.6% | -5.1% |
| 3M | -2.1% | +9.4% | -11.6% | -6.3% |
| 6M | +1.4% | +15.3% | -13.9% | -6.4% |
| YTD | -7.4% | +31.3% | -38.7% | -20.7% |
| 1Y | +4.4% | +34.9% | -30.4% | -11.7% |
| 3Y | +30.0% | +58.6% | -28.6% | -1.6% |
| 5Y | +47.9% | +40.7% | +7.2% | +15.0% |
| 10Y | +74.4% | +220.4% | -146.0% | -7.6% |
| All | -21.1% | +1,630.9% | -1,652.0% | -80.5% |
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