+140.2%
MAS vs ACM
+127.0%
+13.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -0.8% | -3.7% | +3.0% | +0.9% |
| 30D | -5.6% | -11.1% | +5.5% | -1.3% |
| 3M | +4.4% | -8.0% | +12.4% | +7.4% |
| 6M | +7.2% | -29.7% | +36.9% | +23.1% |
| YTD | +16.1% | -29.4% | +45.5% | +32.0% |
| 1Y | +0.1% | -46.4% | +46.5% | +28.0% |
| 3Y | +28.3% | -22.3% | +50.7% | +37.5% |
| 5Y | +30.5% | +4.5% | +26.0% | +22.3% |
| All | +140.2% | +127.0% | +13.2% | +56.7% |
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