+215.9%
MAS vs ACM
+155.0%
+60.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | +2.0% | +5.4% | -3.4% | -0.2% |
| 30D | +19.4% | +15.1% | +4.3% | +12.6% |
| 3M | +9.4% | -10.5% | +19.9% | +14.0% |
| 6M | +15.3% | -19.7% | +35.0% | +25.1% |
| YTD | +31.3% | -28.8% | +60.1% | +48.6% |
| 1Y | +34.9% | -47.9% | +82.7% | +74.6% |
| 3Y | +58.6% | -12.4% | +71.0% | +61.1% |
| 5Y | +40.7% | +0.6% | +40.1% | +34.6% |
| All | +215.9% | +155.0% | +60.9% | +105.5% |
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