+33.6%
MAS vs AMRZ
-17.5%
+51.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | +19.4% | +15.1% | +4.3% | +12.0% |
| 3M | +9.4% | -18.1% | +27.5% | +19.0% |
| 6M | +15.3% | -23.5% | +38.8% | +28.6% |
| YTD | +31.3% | -21.6% | +52.9% | +44.6% |
| 1Y | +34.9% | -14.7% | +49.6% | +44.1% |
| All | +33.6% | -17.5% | +51.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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