+473.5%
MAS vs ALM
+3,805.1%
-3,331.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.6% |
| 7D | +14.2% | -6.4% | +20.6% | +14.2% |
| 30D | +26.8% | -35.0% | +61.8% | +27.0% |
| 3M | +13.1% | -33.8% | +46.9% | +13.2% |
| 6M | +27.9% | -55.0% | +82.9% | +28.2% |
| YTD | +38.7% | -0.2% | +38.9% | +38.6% |
| 1Y | +40.4% | +41.8% | -1.4% | +40.2% |
| 3Y | +66.1% | +864.6% | -798.5% | +65.0% |
| 5Y | +47.4% | +443.3% | -395.9% | +46.5% |
| 10Y | +238.3% | +2,253.4% | -2,015.1% | +235.2% |
| All | +473.5% | +3,805.1% | -3,331.6% | +463.5% |
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