+679.7%
MAS vs AMCR
+100.2%
+579.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +4.4% | +21.7% | -17.2% | -2.6% |
| 6M | +7.2% | +1.5% | +5.7% | +6.5% |
| YTD | +16.1% | +13.1% | +3.0% | +10.7% |
| 1Y | +0.1% | +13.0% | -12.9% | -4.5% |
| 3Y | +28.3% | +6.9% | +21.4% | +24.3% |
| 5Y | +30.5% | -10.5% | +40.9% | +33.5% |
| 10Y | +139.1% | +20.9% | +118.3% | +120.1% |
| All | +679.7% | +100.2% | +579.5% | +588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling