+380.2%
MAS vs ALM
+7,705.7%
-7,325.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | -0.8% | -2.6% | +1.9% | -0.7% |
| 30D | -5.6% | +32.0% | -37.6% | -5.7% |
| 3M | +4.4% | -15.0% | +19.5% | +4.5% |
| 6M | +7.2% | -10.1% | +17.3% | +7.2% |
| YTD | +16.1% | +99.4% | -83.3% | +15.8% |
| 1Y | +0.1% | +316.4% | -316.3% | -0.3% |
| 3Y | +28.3% | +2,022.0% | -1,993.7% | +27.1% |
| 5Y | +30.5% | +941.2% | -910.7% | +29.4% |
| 10Y | +139.1% | +2,950.3% | -2,811.2% | +136.5% |
| All | +380.2% | +7,705.7% | -7,325.5% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling