+38.3%
MAS vs AFL
+149.6%
-111.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.2% |
| 7D | +3.0% | +2.9% | +0.1% | +1.7% |
| 30D | +22.4% | +8.0% | +14.5% | +18.4% |
| 3M | +14.5% | +5.9% | +8.6% | +11.5% |
| 6M | +27.1% | +11.6% | +15.5% | +20.5% |
| YTD | +35.8% | +17.5% | +18.2% | +25.5% |
| 1Y | +39.4% | +13.3% | +26.1% | +31.1% |
| 3Y | +60.3% | +67.0% | -6.8% | +21.4% |
| All | +38.3% | +149.6% | -111.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling