+214.8%
MAS vs AU
+750.1%
-535.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.9% |
| 7D | +3.6% | +15.3% | -11.7% | +2.5% |
| 30D | +23.8% | -0.3% | +24.1% | +23.7% |
| 3M | +14.4% | -2.9% | +17.3% | +14.4% |
| 6M | +19.7% | -10.7% | +30.4% | +20.1% |
| YTD | +36.0% | +14.0% | +22.0% | +33.6% |
| 1Y | +40.4% | +32.5% | +7.8% | +36.5% |
| 3Y | +58.9% | +557.9% | -499.0% | +35.1% |
| 5Y | +44.5% | +441.0% | -396.5% | +21.9% |
| 10Y | +214.8% | +816.9% | -602.2% | +162.8% |
| All | +214.8% | +750.1% | -535.3% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling