+217.1%
MAS vs AEIS
+320.4%
-103.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -3.1% |
| 7D | +2.4% | -11.3% | +13.6% | +4.7% |
| 30D | +19.8% | -32.6% | +52.4% | +31.1% |
| 3M | +9.8% | -39.2% | +49.0% | +22.5% |
| 6M | +15.8% | -45.4% | +61.1% | +30.3% |
| YTD | +31.8% | -5.8% | +37.6% | +23.5% |
| 1Y | +35.4% | -10.0% | +45.4% | +28.2% |
| 3Y | +59.2% | +121.2% | -62.0% | +8.4% |
| 5Y | +41.2% | +110.6% | -69.4% | -4.1% |
| All | +217.1% | +320.4% | -103.3% | +41.4% |
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