+1,682.0%
MAS vs AME
+18,686.6%
-17,004.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.3% | +7.9% |
| 7D | +14.2% | -4.4% | +18.6% | +16.4% |
| 30D | +26.8% | -5.9% | +32.7% | +30.0% |
| 3M | +13.1% | -6.5% | +19.7% | +16.2% |
| 6M | +27.9% | +3.2% | +24.7% | +25.3% |
| YTD | +38.7% | +16.0% | +22.7% | +28.2% |
| 1Y | +40.4% | +20.4% | +19.9% | +27.4% |
| 3Y | +66.1% | +68.2% | -2.1% | +27.6% |
| 5Y | +47.4% | +74.4% | -27.0% | +12.3% |
| 10Y | +238.3% | +470.6% | -232.3% | +49.0% |
| All | +1,682.0% | +18,686.6% | -17,004.6% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling