+61.7%
MAS vs AME
+58.2%
+3.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | +0.1% |
| 7D | +4.6% | -11.4% | +16.0% | +11.9% |
| 30D | +19.9% | -12.1% | +32.0% | +28.7% |
| 3M | +8.9% | -12.3% | +21.2% | +16.9% |
| 6M | +20.2% | -4.6% | +24.8% | +21.9% |
| YTD | +33.9% | +9.1% | +24.8% | +24.0% |
| 1Y | +34.7% | +13.3% | +21.4% | +21.7% |
| All | +61.7% | +58.2% | +3.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling