+222.1%
MAS vs ALM
+1,978.4%
-1,756.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.1% | -3.1% |
| 7D | +4.6% | -14.5% | +19.1% | +5.1% |
| 30D | +19.9% | -39.0% | +58.9% | +21.9% |
| 3M | +8.9% | -40.3% | +49.2% | +10.6% |
| 6M | +20.2% | -60.3% | +80.5% | +23.3% |
| YTD | +33.9% | -9.8% | +43.6% | +33.6% |
| 1Y | +34.7% | +30.8% | +3.9% | +32.7% |
| 3Y | +60.4% | +772.4% | -712.0% | +46.3% |
| 5Y | +43.5% | +390.7% | -347.3% | +31.7% |
| All | +222.1% | +1,978.4% | -1,756.4% | +184.6% |
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