+394.3%
MAS vs ACM
+240.6%
+153.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +4.2% |
| 7D | +14.2% | +9.5% | +4.6% | +9.2% |
| 30D | +26.8% | +14.7% | +12.1% | +18.6% |
| 3M | +13.1% | -9.5% | +22.6% | +17.9% |
| 6M | +27.9% | -18.0% | +46.0% | +38.9% |
| YTD | +38.7% | -27.3% | +65.9% | +57.8% |
| 1Y | +40.4% | -47.0% | +87.4% | +86.0% |
| 3Y | +66.1% | -10.6% | +76.7% | +67.4% |
| 5Y | +47.4% | +5.3% | +42.1% | +36.0% |
| 10Y | +238.3% | +167.0% | +71.4% | +72.2% |
| All | +394.3% | +240.6% | +153.7% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling