+5,503.8%
AON vs MAS
+1,664.8%
+3,839.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.4% | +0.7% |
| 7D | +7.3% | +4.6% | +2.8% | +6.2% |
| 30D | +26.0% | +19.9% | +6.1% | +20.8% |
| 3M | -4.1% | +8.9% | -13.0% | -6.0% |
| 6M | +10.0% | +20.2% | -10.1% | +4.8% |
| YTD | -1.7% | +33.9% | -35.6% | -9.4% |
| 1Y | +1.5% | +34.7% | -33.1% | -6.7% |
| 3Y | +8.9% | +60.4% | -51.5% | -5.7% |
| 5Y | +23.8% | +43.5% | -19.6% | +8.7% |
| 10Y | +248.9% | +226.7% | +22.2% | +148.2% |
| All | +5,503.8% | +1,664.8% | +3,839.0% | +2,469.4% |
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