-53.5%
AUR vs MAS
+42.4%
-95.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +0.9% | +1.9% |
| 7D | +9.9% | +3.3% | +6.6% | +6.6% |
| 30D | -20.2% | +25.5% | -45.7% | -34.9% |
| 3M | -34.1% | +11.8% | -45.9% | -41.0% |
| 6M | -34.3% | +21.3% | -55.7% | -46.5% |
| YTD | +21.1% | +37.7% | -16.7% | -15.5% |
| 1Y | +7.6% | +41.0% | -33.4% | -26.9% |
| 3Y | +159.8% | +63.0% | +96.8% | +59.1% |
| 5Y | -53.9% | +44.1% | -98.0% | -72.0% |
| All | -53.5% | +42.4% | -95.9% | -71.7% |
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