+38.0%
MAS vs AAOX
-93.0%
+131.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.6% | -14.1% | -1.5% |
| 7D | +2.4% | -52.9% | +55.2% | +2.0% |
| 30D | +19.8% | -86.9% | +106.8% | +19.2% |
| 3M | +9.8% | -89.6% | +99.5% | +9.3% |
| 6M | +15.8% | -97.3% | +113.1% | +13.3% |
| All | +38.0% | -93.0% | +131.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling