-98.8%
AMC vs MAS
+219.8%
-318.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -11.1% |
| 7D | 0.0% | +4.6% | -4.6% | -1.6% |
| 30D | +4.4% | +19.9% | -15.5% | -2.9% |
| 3M | +15.4% | +8.9% | +6.5% | +11.6% |
| 6M | +93.7% | +20.2% | +73.6% | +77.8% |
| YTD | +97.4% | +33.9% | +63.6% | +72.7% |
| 1Y | +23.2% | +34.7% | -11.5% | +7.4% |
| 3Y | -71.3% | +60.4% | -131.6% | -77.3% |
| 5Y | -99.3% | +43.5% | -142.7% | -99.4% |
| All | -98.8% | +219.8% | -318.6% | -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