+11,749.2%
AMD vs MAS
+1,727.7%
+10,021.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -1.7% |
| 7D | -15.5% | +14.2% | -29.7% | -21.0% |
| 30D | -22.6% | +26.8% | -49.4% | -31.5% |
| 3M | -5.7% | +13.1% | -18.9% | -12.3% |
| 6M | +43.1% | +27.9% | +15.2% | +25.1% |
| YTD | +128.2% | +38.7% | +89.6% | +89.0% |
| 1Y | +95.5% | +40.4% | +55.1% | +60.5% |
| 3Y | +335.4% | +66.1% | +269.3% | +222.1% |
| 5Y | +255.5% | +47.4% | +208.1% | +180.9% |
| 10Y | +7,350.9% | +238.3% | +7,112.6% | +3,876.7% |
| All | +11,749.2% | +1,727.7% | +10,021.5% | +2,330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling