+215.9%
MAS vs ALM
+2,022.9%
-1,807.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -2.0% |
| 7D | +2.0% | -6.7% | +8.6% | +2.2% |
| 30D | +19.4% | -32.9% | +52.3% | +21.0% |
| 3M | +9.4% | -39.5% | +48.9% | +11.1% |
| 6M | +15.3% | -62.0% | +77.3% | +18.5% |
| YTD | +31.3% | -7.8% | +39.1% | +30.9% |
| 1Y | +34.9% | +26.7% | +8.2% | +33.0% |
| 3Y | +58.6% | +825.4% | -766.8% | +44.4% |
| 5Y | +40.7% | +401.2% | -360.5% | +29.1% |
| All | +215.9% | +2,022.9% | -1,807.0% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling