+27.9%
MAS vs AME
+3.5%
+24.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.3% | +7.4% |
| 7D | +14.2% | -4.4% | +18.6% | +15.9% |
| 30D | +26.8% | -5.9% | +32.7% | +29.7% |
| 3M | +13.1% | -6.5% | +19.7% | +16.6% |
| 6M | +27.9% | +3.2% | +24.7% | +20.4% |
| All | +27.9% | +3.5% | +24.5% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling