+611.8%
MAS vs AMBA
+837.3%
-225.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -0.8% | -11.0% | +10.2% | +1.0% |
| 30D | -5.6% | -23.2% | +17.6% | -1.7% |
| 3M | +4.4% | -12.7% | +17.2% | +4.5% |
| 6M | +7.2% | +11.2% | -4.0% | +1.9% |
| YTD | +16.1% | -11.2% | +27.3% | +14.0% |
| 1Y | +0.1% | -22.5% | +22.6% | -0.7% |
| 3Y | +28.3% | -1.3% | +29.6% | +17.2% |
| 5Y | +30.5% | -54.2% | +84.6% | +26.4% |
| 10Y | +139.1% | -6.1% | +145.3% | +90.6% |
| All | +611.8% | +837.3% | -225.4% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling