+41.0%
MAS vs AMCR
-4.7%
+45.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.5% |
| 7D | +2.0% | -5.3% | +7.3% | +5.7% |
| 30D | +19.4% | +8.7% | +10.6% | +13.2% |
| 3M | +9.4% | -3.3% | +12.7% | +11.9% |
| 6M | +15.3% | +15.1% | +0.2% | +5.8% |
| YTD | +31.3% | +12.4% | +18.9% | +20.6% |
| 1Y | +34.9% | +15.8% | +19.1% | +21.4% |
| 3Y | +58.6% | +16.7% | +41.9% | +37.3% |
| All | +41.0% | -4.7% | +45.6% | +40.2% |
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