+61.7%
MAS vs ABCL
+139.9%
-78.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +5.9% | -2.7% |
| 7D | +4.6% | -14.9% | +19.5% | +5.8% |
| 30D | +19.9% | -15.4% | +35.2% | +21.1% |
| 3M | +8.9% | +88.0% | -79.1% | +0.9% |
| 6M | +20.2% | +138.8% | -118.7% | +7.0% |
| YTD | +33.9% | +225.4% | -191.6% | +14.1% |
| 1Y | +34.7% | +137.3% | -102.7% | +18.7% |
| All | +61.7% | +139.9% | -78.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling