+47.4%
MAS vs AR
+73.2%
-25.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.9% | +6.2% |
| 7D | +14.2% | -11.1% | +25.3% | +15.2% |
| 30D | +26.8% | +7.9% | +18.9% | +25.8% |
| 3M | +13.1% | +4.9% | +8.3% | +12.3% |
| 6M | +27.9% | -5.3% | +33.2% | +28.0% |
| YTD | +38.7% | +8.6% | +30.0% | +35.9% |
| 1Y | +40.4% | +13.7% | +26.7% | +36.6% |
| 3Y | +66.1% | +22.8% | +43.3% | +56.8% |
| 5Y | +47.4% | +82.0% | -34.5% | +31.5% |
| All | +47.4% | +73.2% | -25.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling