+22.4%
MAS vs AHR
+395.3%
-372.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.3% | -2.7% |
| 7D | +2.0% | +8.2% | -6.2% | +0.2% |
| 30D | +19.4% | +17.3% | +2.1% | +15.3% |
| 3M | +9.4% | +6.4% | +3.1% | +7.7% |
| 6M | +15.3% | +16.9% | -1.6% | +11.1% |
| YTD | +31.3% | +24.9% | +6.4% | +24.2% |
| 1Y | +34.9% | +23.3% | +11.5% | +27.7% |
| All | +22.4% | +395.3% | -372.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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