-55.9%
AUR vs MAS
+35.8%
-91.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.9% | +11.3% | +10.9% |
| 7D | +1.1% | +2.0% | -0.8% | -1.3% |
| 30D | -22.9% | +19.4% | -42.3% | -34.7% |
| 3M | -35.0% | +9.4% | -44.4% | -40.9% |
| 6M | -39.3% | +15.3% | -54.7% | -48.6% |
| YTD | +14.8% | +31.3% | -16.5% | -16.9% |
| 1Y | +4.3% | +34.9% | -30.6% | -26.8% |
| 3Y | +125.0% | +58.6% | +66.4% | +40.6% |
| 5Y | -55.9% | +40.7% | -96.6% | -72.2% |
| All | -55.9% | +35.8% | -91.7% | -72.1% |
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 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