+37.9%
MAS vs AMCR
-5.4%
+43.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.2% |
| 7D | +2.4% | -5.3% | +7.7% | +6.1% |
| 30D | +19.8% | +8.7% | +11.1% | +13.6% |
| 3M | +9.8% | -3.3% | +13.1% | +12.3% |
| 6M | +15.8% | +15.1% | +0.7% | +6.2% |
| YTD | +31.8% | +12.4% | +19.4% | +21.0% |
| 1Y | +35.4% | +15.8% | +19.6% | +21.9% |
| 3Y | +59.2% | +16.7% | +42.5% | +37.8% |
| All | +37.9% | -5.4% | +43.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling