+37.4%
MAS vs AAOX
-93.0%
+130.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.6% | -14.5% | -1.9% |
| 7D | +2.0% | -52.9% | +54.9% | +1.6% |
| 30D | +19.4% | -86.9% | +106.3% | +18.8% |
| 3M | +9.4% | -89.6% | +99.1% | +8.9% |
| 6M | +15.3% | -97.3% | +112.6% | +12.9% |
| All | +37.4% | -93.0% | +130.4% | +35.3% |
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