+215.9%
MAS vs AEIS
+320.4%
-104.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -3.5% |
| 7D | +2.0% | -11.3% | +13.2% | +4.3% |
| 30D | +19.4% | -32.6% | +52.0% | +30.6% |
| 3M | +9.4% | -39.2% | +48.6% | +22.0% |
| 6M | +15.3% | -45.4% | +60.7% | +29.8% |
| YTD | +31.3% | -5.8% | +37.1% | +23.0% |
| 1Y | +34.9% | -10.0% | +44.9% | +27.7% |
| 3Y | +58.6% | +121.2% | -62.6% | +8.0% |
| 5Y | +40.7% | +110.6% | -69.9% | -4.5% |
| All | +215.9% | +320.4% | -104.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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