+140.2%
MAS vs AFL
+299.6%
-159.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | -5.6% | -6.2% | +0.6% | -2.9% |
| 3M | +4.4% | +2.2% | +2.3% | +3.1% |
| 6M | +7.2% | +5.3% | +1.9% | +4.2% |
| YTD | +16.1% | +8.0% | +8.2% | +11.5% |
| 1Y | +0.1% | +10.2% | -10.1% | -5.0% |
| 3Y | +28.3% | +67.1% | -38.8% | -1.6% |
| 5Y | +30.5% | +135.6% | -105.1% | -15.8% |
| All | +140.2% | +299.6% | -159.4% | +10.4% |
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