-1.9%
AON vs MAS
+40.8%
-42.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.4% |
| 7D | +0.7% | +3.3% | -2.6% | +0.2% |
| 30D | +23.1% | +25.5% | -2.4% | +19.8% |
| 3M | -6.0% | +11.8% | -17.8% | -7.9% |
| 6M | +7.9% | +21.3% | -13.5% | +5.5% |
| YTD | -4.1% | +37.7% | -41.9% | -6.0% |
| All | -1.9% | +40.8% | -42.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling