+40.1%
MAS vs AAOX
-93.8%
+133.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -41.8% | +38.3% | -3.6% |
| 7D | +4.6% | -68.8% | +73.4% | +4.0% |
| 30D | +19.9% | -89.7% | +109.6% | +19.2% |
| 3M | +8.9% | -91.4% | +100.2% | +8.3% |
| 6M | +20.2% | -97.7% | +117.8% | +17.5% |
| All | +40.1% | -93.8% | +133.9% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling