+35.3%
MAS vs AR
+143.7%
-108.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -0.8% | +2.5% | -3.2% | -1.0% |
| 30D | -5.6% | +14.8% | -20.4% | -6.7% |
| 3M | +4.4% | +6.2% | -1.8% | +3.7% |
| 6M | +7.2% | +4.3% | +2.9% | +6.3% |
| YTD | +16.1% | +14.4% | +1.7% | +13.7% |
| 1Y | +0.1% | +21.3% | -21.2% | -3.0% |
| 3Y | +28.3% | +39.8% | -11.5% | +19.8% |
| All | +35.3% | +143.7% | -108.4% | +18.5% |
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