+35.3%
MAS vs AEIS
+219.5%
-184.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | -0.8% | +3.0% | -3.7% | -1.6% |
| 30D | -5.6% | -14.6% | +9.1% | -1.6% |
| 3M | +4.4% | -12.4% | +16.9% | +5.6% |
| 6M | +7.2% | -15.0% | +22.2% | +7.7% |
| YTD | +16.1% | +34.3% | -18.2% | -1.4% |
| 1Y | +0.1% | +87.4% | -87.3% | -26.2% |
| 3Y | +28.3% | +139.8% | -111.5% | -18.4% |
| All | +35.3% | +219.5% | -184.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling