+43.5%
MAS vs AME
+62.5%
-19.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | +0.9% |
| 7D | +4.6% | -11.4% | +16.0% | +13.6% |
| 30D | +19.9% | -12.1% | +32.0% | +30.7% |
| 3M | +8.9% | -12.3% | +21.2% | +18.6% |
| 6M | +20.2% | -4.6% | +24.8% | +22.5% |
| YTD | +33.9% | +9.1% | +24.8% | +22.1% |
| 1Y | +34.7% | +13.3% | +21.4% | +19.2% |
| 3Y | +60.4% | +58.2% | +2.2% | +3.0% |
| 5Y | +43.5% | +63.4% | -20.0% | -10.8% |
| All | +43.5% | +62.5% | -19.1% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling