+41.0%
MAS vs AFL
+143.8%
-102.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +19.4% | +10.0% | +9.3% | +14.5% |
| 3M | +9.4% | -1.6% | +11.0% | +10.1% |
| 6M | +15.3% | +10.5% | +4.8% | +9.8% |
| YTD | +31.3% | +14.3% | +17.1% | +22.9% |
| 1Y | +34.9% | +11.4% | +23.5% | +27.7% |
| 3Y | +58.6% | +62.4% | -3.8% | +21.5% |
| All | +41.0% | +143.8% | -102.8% | -19.1% |
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