-98.5%
AMC vs MAS
+241.3%
-339.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.7% | +5.0% |
| 7D | +17.7% | +14.2% | +3.6% | +11.6% |
| 30D | +26.2% | +26.8% | -0.7% | +14.5% |
| 3M | +31.3% | +13.1% | +18.2% | +24.8% |
| 6M | +142.8% | +27.9% | +114.8% | +116.9% |
| YTD | +125.6% | +38.7% | +87.0% | +94.2% |
| 1Y | +40.2% | +40.4% | -0.1% | +19.9% |
| 3Y | -67.2% | +66.1% | -133.3% | -74.5% |
| 5Y | -99.1% | +47.4% | -146.5% | -99.3% |
| 10Y | -98.5% | +238.3% | -336.9% | -99.3% |
| All | -98.5% | +241.3% | -339.9% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling