+34.7%
MAS vs ACM
-48.3%
+83.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.3% | -2.9% |
| 7D | +4.6% | +5.1% | -0.5% | +3.5% |
| 30D | +19.9% | +11.5% | +8.4% | +17.3% |
| 3M | +8.9% | -10.5% | +19.3% | +10.1% |
| 6M | +20.2% | -20.4% | +40.5% | +22.7% |
| YTD | +33.9% | -28.9% | +62.7% | +38.7% |
| 1Y | +34.7% | -48.7% | +83.4% | +37.5% |
| All | +34.7% | -48.3% | +83.0% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling