+34.9%
MAS vs AFL
+13.7%
+21.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +19.4% | +10.0% | +9.3% | +16.4% |
| 3M | +9.4% | -1.6% | +11.0% | +9.4% |
| 6M | +15.3% | +10.5% | +4.8% | +10.8% |
| YTD | +31.3% | +14.3% | +17.1% | +24.6% |
| 1Y | +34.9% | +11.4% | +23.5% | +31.4% |
| All | +34.9% | +13.7% | +21.1% | +31.4% |
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 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