+5,143.6%
AON vs MAS
+1,430.5%
+3,713.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -9.1% | -0.8% | -8.3% | -8.9% |
| 30D | -10.2% | -5.6% | -4.7% | -9.1% |
| 3M | +0.5% | +4.4% | -4.0% | -1.0% |
| 6M | -4.8% | +7.2% | -12.0% | -7.4% |
| YTD | -8.0% | +16.1% | -24.1% | -12.4% |
| 1Y | -13.1% | +0.1% | -13.2% | -14.4% |
| 3Y | -1.3% | +28.3% | -29.6% | -10.0% |
| 5Y | +14.9% | +30.5% | -15.5% | +3.1% |
| 10Y | +214.9% | +139.1% | +75.8% | +140.1% |
| All | +5,143.6% | +1,430.5% | +3,713.2% | +2,385.9% |
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 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