+222.1%
MAS vs AEIS
+296.2%
-74.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.2% | +8.8% | -0.2% |
| 7D | +4.6% | -22.6% | +27.1% | +10.9% |
| 30D | +19.9% | -38.7% | +58.6% | +34.6% |
| 3M | +8.9% | -43.6% | +52.5% | +24.1% |
| 6M | +20.2% | -46.2% | +66.4% | +35.7% |
| YTD | +33.9% | -11.2% | +45.1% | +27.5% |
| 1Y | +34.7% | -17.7% | +52.3% | +30.8% |
| 3Y | +60.4% | +104.1% | -43.7% | +11.8% |
| 5Y | +43.5% | +98.5% | -55.1% | -1.0% |
| All | +222.1% | +296.2% | -74.1% | +46.0% |
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