+225.8%
AON vs MAS
+219.2%
+6.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +1.9% | +3.6% | -1.7% | +0.7% |
| 30D | +23.3% | +23.8% | -0.5% | +15.6% |
| 3M | -5.5% | +14.4% | -20.0% | -9.4% |
| 6M | +8.0% | +19.7% | -11.7% | +1.5% |
| YTD | -4.0% | +36.0% | -39.9% | -14.3% |
| 1Y | -1.7% | +40.4% | -42.1% | -13.4% |
| 3Y | +2.9% | +58.9% | -56.0% | -16.1% |
| 5Y | +17.2% | +44.5% | -27.3% | -3.3% |
| 10Y | +225.8% | +214.8% | +11.0% | +97.8% |
| All | +225.8% | +219.2% | +6.6% | +97.8% |
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