+67.5%
MAS vs AR
+24.4%
+43.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.9% | +5.6% |
| 7D | +14.2% | -11.1% | +25.3% | +14.1% |
| 30D | +26.8% | +7.9% | +18.9% | +26.6% |
| 3M | +13.1% | +4.9% | +8.3% | +13.0% |
| 6M | +27.9% | -5.3% | +33.2% | +28.3% |
| YTD | +38.7% | +8.6% | +30.0% | +37.5% |
| 1Y | +40.4% | +13.7% | +26.7% | +38.5% |
| All | +67.5% | +24.4% | +43.0% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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