-54.0%
AUR vs MAS
+44.7%
-98.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +12.7% | -1.8% | +14.6% | +14.3% |
| 30D | -18.7% | +23.6% | -42.3% | -33.5% |
| 3M | -33.8% | +12.4% | -46.2% | -41.4% |
| 6M | -36.6% | +21.9% | -58.5% | -49.2% |
| YTD | +19.8% | +36.1% | -16.3% | -17.5% |
| 1Y | +8.0% | +39.5% | -31.5% | -27.8% |
| 3Y | +153.4% | +59.1% | +94.3% | +51.4% |
| 5Y | -54.0% | +44.4% | -98.4% | -68.2% |
| All | -54.0% | +44.7% | -98.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling