+44.2%
MAS vs AAOX
-92.4%
+136.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.9% | -4.4% | +4.5% |
| 7D | +3.3% | -35.9% | +39.1% | +3.1% |
| 30D | +25.5% | -81.6% | +107.1% | +24.9% |
| 3M | +11.8% | -90.3% | +102.1% | +11.2% |
| 6M | +21.3% | -95.7% | +117.0% | +19.1% |
| All | +44.2% | -92.4% | +136.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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