+210.3%
MAS vs AMCR
+21.5%
+188.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | +2.4% | -5.3% | +7.7% | +5.2% |
| 30D | +19.8% | +8.7% | +11.1% | +15.1% |
| 3M | +9.8% | -3.3% | +13.1% | +11.8% |
| 6M | +15.8% | +15.1% | +0.7% | +8.6% |
| YTD | +31.8% | +12.4% | +19.4% | +24.1% |
| 1Y | +35.4% | +15.8% | +19.6% | +25.7% |
| 3Y | +59.2% | +16.7% | +42.5% | +46.0% |
| 5Y | +41.2% | -5.1% | +46.3% | +42.3% |
| All | +210.3% | +21.5% | +188.8% | +169.4% |
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