+1,620.6%
MAS vs AFL
+20,336.5%
-18,715.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +4.6% | +2.2% | +2.4% | +3.7% |
| 30D | +19.9% | +11.1% | +8.8% | +15.0% |
| 3M | +8.9% | +1.0% | +7.8% | +8.4% |
| 6M | +20.2% | +11.4% | +8.7% | +14.7% |
| YTD | +33.9% | +16.3% | +17.6% | +25.5% |
| 1Y | +34.7% | +15.9% | +18.8% | +26.4% |
| 3Y | +60.4% | +63.6% | -3.2% | +29.0% |
| 5Y | +43.5% | +149.1% | -105.6% | -3.0% |
| 10Y | +226.7% | +364.2% | -137.5% | +64.6% |
| All | +1,620.6% | +20,336.5% | -18,715.8% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling