+211.6%
MAS vs AEIS
+350.2%
-138.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.2% | +23.2% | -22.1% | -4.4% |
| 30D | +21.6% | -17.0% | +38.6% | +25.7% |
| 3M | +14.1% | -32.2% | +46.3% | +23.7% |
| 6M | +22.6% | -32.6% | +55.2% | +30.2% |
| YTD | +35.4% | +9.4% | +26.1% | +21.8% |
| 1Y | +37.5% | +7.7% | +29.8% | +23.9% |
| 3Y | +58.3% | +157.9% | -99.6% | +3.4% |
| 5Y | +39.1% | +154.8% | -115.7% | -10.3% |
| All | +211.6% | +350.2% | -138.6% | +33.9% |
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