+6,406.4%
AMD vs MAS
+137.9%
+6,268.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +3.6% |
| 7D | +2.6% | -0.8% | +3.3% | +3.1% |
| 30D | -0.9% | -5.6% | +4.6% | +2.3% |
| 3M | -8.7% | +4.4% | -13.2% | -12.5% |
| 6M | +136.3% | +7.2% | +129.1% | +122.5% |
| YTD | +123.0% | +16.1% | +106.9% | +95.9% |
| 1Y | +195.2% | +0.1% | +195.1% | +181.7% |
| 3Y | +336.3% | +28.3% | +308.0% | +237.3% |
| 5Y | +334.5% | +30.5% | +304.0% | +230.5% |
| All | +6,406.4% | +137.9% | +6,268.5% | +3,102.9% |
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 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