+196.6%
AMD vs MAS
+41.7%
+154.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.4% | -13.8% | -15.3% |
| 7D | -28.6% | +4.6% | -33.2% | -30.4% |
| 30D | -37.7% | +19.9% | -57.6% | -44.3% |
| 3M | -16.1% | +8.9% | -25.0% | -21.0% |
| 6M | +13.8% | +20.2% | -6.3% | +0.1% |
| YTD | +88.8% | +33.9% | +54.9% | +51.1% |
| 1Y | +57.8% | +34.7% | +23.1% | +25.2% |
| 3Y | +260.3% | +60.4% | +199.9% | +128.7% |
| 5Y | +196.6% | +43.5% | +153.2% | +117.5% |
| All | +196.6% | +41.7% | +154.9% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling