+43.5%
MAS vs AMCR
-3.7%
+47.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.0% | +0.2% |
| 7D | +4.6% | -2.7% | +7.3% | +6.4% |
| 30D | +19.9% | +9.7% | +10.1% | +13.0% |
| 3M | +8.9% | -2.6% | +11.5% | +10.8% |
| 6M | +20.2% | +25.6% | -5.4% | +4.2% |
| YTD | +33.9% | +14.9% | +19.0% | +21.2% |
| 1Y | +34.7% | +20.5% | +14.1% | +18.1% |
| 3Y | +60.4% | +18.6% | +41.8% | +37.5% |
| 5Y | +43.5% | -3.0% | +46.5% | +40.3% |
| All | +43.5% | -3.7% | +47.2% | +40.3% |
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