+255.5%
AMD vs MAS
+48.4%
+207.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -2.1% |
| 7D | -15.5% | +14.2% | -29.7% | -22.0% |
| 30D | -22.6% | +26.8% | -49.4% | -33.2% |
| 3M | -5.7% | +13.1% | -18.9% | -13.4% |
| 6M | +43.1% | +27.9% | +15.2% | +21.0% |
| YTD | +128.2% | +38.7% | +89.6% | +78.4% |
| 1Y | +95.5% | +40.4% | +55.1% | +51.0% |
| 3Y | +335.4% | +66.1% | +269.3% | +170.1% |
| 5Y | +255.5% | +47.4% | +208.1% | +156.5% |
| All | +255.5% | +48.4% | +207.0% | +156.5% |
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