+67.5%
MAS vs AMBA
+21.5%
+46.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.4% | +5.9% |
| 7D | +14.2% | -8.1% | +22.2% | +15.3% |
| 30D | +26.8% | -10.8% | +37.6% | +28.3% |
| 3M | +13.1% | -25.9% | +39.0% | +17.0% |
| 6M | +27.9% | -13.9% | +41.8% | +26.1% |
| YTD | +38.7% | -14.0% | +52.7% | +35.4% |
| 1Y | +40.4% | -25.7% | +66.1% | +39.2% |
| All | +67.5% | +21.5% | +46.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling