+8.0%
AUR vs MAS
+39.3%
-31.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +12.7% | -1.8% | +14.6% | +13.1% |
| 30D | -18.7% | +23.6% | -42.3% | -23.5% |
| 3M | -33.8% | +12.4% | -46.2% | -36.0% |
| 6M | -36.6% | +21.9% | -58.5% | -39.9% |
| YTD | +19.8% | +36.1% | -16.3% | +3.2% |
| 1Y | +8.0% | +39.5% | -31.5% | -7.8% |
| All | +8.0% | +39.3% | -31.4% | -7.8% |
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