+494.9%
MAS vs AR
-30.9%
+525.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.9% | +6.2% |
| 7D | +14.2% | -11.1% | +25.3% | +15.3% |
| 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% | +27.9% |
| YTD | +38.7% | +8.6% | +30.0% | +36.3% |
| 1Y | +40.4% | +13.7% | +26.7% | +37.2% |
| 3Y | +66.1% | +22.8% | +43.3% | +58.7% |
| 5Y | +47.4% | +82.0% | -34.5% | +33.1% |
| 10Y | +238.3% | +51.8% | +186.5% | +175.2% |
| All | +494.9% | -30.9% | +525.7% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling