+40.4%
MAS vs AFL
+18.6%
+21.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.3% |
| 7D | +14.2% | +2.9% | +11.2% | +13.2% |
| 30D | +26.8% | +11.5% | +15.3% | +23.4% |
| 3M | +13.1% | +0.6% | +12.5% | +12.4% |
| 6M | +27.9% | +11.7% | +16.2% | +22.9% |
| YTD | +38.7% | +15.4% | +23.3% | +32.0% |
| 1Y | +40.4% | +17.6% | +22.8% | +32.9% |
| All | +40.4% | +18.6% | +21.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling