+33.8%
MAS vs ALM
+2,063.1%
-2,029.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | -0.8% | -2.6% | +1.9% | -0.6% |
| 30D | -5.6% | +32.0% | -37.6% | -6.8% |
| 3M | +4.4% | -15.0% | +19.5% | +4.4% |
| 6M | +7.2% | -10.1% | +17.3% | +6.6% |
| YTD | +16.1% | +99.4% | -83.3% | +13.1% |
| 1Y | +0.1% | +316.4% | -316.3% | -4.4% |
| All | +33.8% | +2,063.1% | -2,029.4% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling