+222.1%
MAS vs ACM
+154.9%
+67.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.3% | -2.5% |
| 7D | +4.6% | +5.1% | -0.5% | +2.4% |
| 30D | +19.9% | +11.5% | +8.4% | +14.6% |
| 3M | +8.9% | -10.5% | +19.3% | +13.5% |
| 6M | +20.2% | -20.4% | +40.5% | +30.8% |
| YTD | +33.9% | -28.9% | +62.7% | +51.6% |
| 1Y | +34.7% | -48.7% | +83.4% | +75.7% |
| 3Y | +60.4% | -12.5% | +72.9% | +63.1% |
| 5Y | +43.5% | +0.5% | +42.9% | +37.2% |
| All | +222.1% | +154.9% | +67.1% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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