+222.1%
MAS vs AMBA
-6.6%
+228.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.0% | -1.9% |
| 7D | +4.6% | -14.6% | +19.1% | +7.3% |
| 30D | +19.9% | -18.8% | +38.7% | +23.7% |
| 3M | +8.9% | -32.6% | +41.5% | +15.6% |
| 6M | +20.2% | -25.8% | +46.0% | +21.6% |
| YTD | +33.9% | -22.1% | +56.0% | +33.1% |
| 1Y | +34.7% | -36.2% | +70.9% | +37.8% |
| 3Y | +60.4% | +10.0% | +50.4% | +40.0% |
| 5Y | +43.5% | -71.6% | +115.0% | +48.1% |
| All | +222.1% | -6.6% | +228.6% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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