+217.1%
MAS vs AFL
+350.1%
-133.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | +19.8% | +10.0% | +9.8% | +14.9% |
| 3M | +9.8% | -1.6% | +11.4% | +10.6% |
| 6M | +15.8% | +10.5% | +5.2% | +10.2% |
| YTD | +31.8% | +14.3% | +17.6% | +23.5% |
| 1Y | +35.4% | +11.4% | +24.0% | +28.3% |
| 3Y | +59.2% | +62.4% | -3.2% | +24.3% |
| 5Y | +41.2% | +144.8% | -103.6% | -9.9% |
| All | +217.1% | +350.1% | -133.1% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling