-31.3%
AMT vs MAS
+32.0%
-63.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | +4.6% | -5.6% | +10.2% | +6.3% |
| 3M | -8.4% | +4.4% | -12.9% | -10.9% |
| 6M | -6.0% | +7.2% | -13.2% | -9.8% |
| YTD | +2.1% | +16.1% | -14.0% | -5.1% |
| 1Y | -6.4% | +0.1% | -6.5% | -8.5% |
| 3Y | +8.1% | +28.3% | -20.2% | -7.7% |
| All | -31.3% | +32.0% | -63.3% | -43.5% |
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