+140.2%
MAS vs AMCR
+18.6%
+121.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -3.6% |
| 3M | +4.4% | +21.7% | -17.2% | -4.7% |
| 6M | +7.2% | +1.5% | +5.7% | +6.2% |
| YTD | +16.1% | +13.1% | +3.0% | +8.9% |
| 1Y | +0.1% | +13.0% | -12.9% | -6.2% |
| 3Y | +28.3% | +6.9% | +21.4% | +22.2% |
| 5Y | +30.5% | -10.5% | +40.9% | +34.3% |
| All | +140.2% | +18.6% | +121.5% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling