-57.9%
AUR vs MAS
+40.4%
-98.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.4% |
| 7D | -4.5% | +3.0% | -7.5% | -6.6% |
| 30D | -16.6% | +22.4% | -39.0% | -30.6% |
| 3M | -38.5% | +14.5% | -52.9% | -46.0% |
| 6M | -49.9% | +27.1% | -77.0% | -60.7% |
| YTD | +9.6% | +35.8% | -26.1% | -22.6% |
| 1Y | +1.2% | +39.4% | -38.2% | -30.7% |
| 3Y | +128.8% | +60.3% | +68.5% | +42.1% |
| 5Y | -57.9% | +39.4% | -97.3% | -74.2% |
| All | -57.9% | +40.4% | -98.3% | -74.1% |
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