+679.7%
MAS vs AMCR
+106.4%
+573.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | -5.6% | -4.1% | -1.5% | -4.1% |
| 3M | +4.4% | +21.7% | -17.2% | -2.6% |
| 6M | +7.2% | +1.5% | +5.7% | +6.5% |
| YTD | +16.1% | +13.1% | +3.0% | +10.7% |
| 1Y | +0.1% | +16.5% | -16.4% | -5.5% |
| 3Y | +28.3% | +10.3% | +18.1% | +23.0% |
| 5Y | +30.5% | -7.7% | +38.1% | +32.1% |
| 10Y | +139.1% | +24.6% | +114.5% | +117.8% |
| All | +679.7% | +106.4% | +573.3% | +581.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling