+43.5%
MAS vs AR
+75.2%
-31.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -3.2% |
| 7D | +4.6% | -11.7% | +16.3% | +5.6% |
| 30D | +19.9% | +1.8% | +18.0% | +19.5% |
| 3M | +8.9% | +6.0% | +2.9% | +8.0% |
| 6M | +20.2% | -7.0% | +27.2% | +20.4% |
| YTD | +33.9% | +5.6% | +28.3% | +31.6% |
| 1Y | +34.7% | +10.8% | +23.8% | +31.3% |
| 3Y | +60.4% | +19.3% | +41.1% | +51.7% |
| 5Y | +43.5% | +73.3% | -29.9% | +29.0% |
| All | +43.5% | +75.2% | -31.7% | +29.0% |
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