+35.3%
MAS vs AMBA
-54.5%
+89.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -0.8% | -11.0% | +10.2% | +1.2% |
| 30D | -5.6% | -23.2% | +17.6% | -1.3% |
| 3M | +4.4% | -12.7% | +17.2% | +4.4% |
| 6M | +7.2% | +11.2% | -4.0% | +0.7% |
| YTD | +16.1% | -11.2% | +27.3% | +13.3% |
| 1Y | +0.1% | -22.5% | +22.6% | -1.2% |
| 3Y | +28.3% | -1.3% | +29.6% | +13.5% |
| All | +35.3% | -54.5% | +89.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling