+27.9%
MAS vs AR
-4.3%
+32.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.9% | +3.4% |
| 7D | +14.2% | -11.1% | +25.3% | +9.9% |
| 30D | +26.8% | +7.9% | +18.9% | +30.0% |
| 3M | +13.1% | +4.9% | +8.3% | +16.2% |
| 6M | +27.9% | -5.3% | +33.2% | +25.4% |
| All | +27.9% | -4.3% | +32.3% | +25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling