+212.3%
MAS vs AU
+818.2%
-605.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +3.0% | -7.2% | +10.2% | +3.6% |
| 30D | +22.4% | -2.9% | +25.3% | +22.6% |
| 3M | +14.5% | -8.7% | +23.1% | +15.0% |
| 6M | +27.1% | -14.1% | +41.3% | +27.9% |
| YTD | +35.8% | +4.8% | +31.0% | +34.3% |
| 1Y | +39.4% | +11.9% | +27.5% | +37.2% |
| 3Y | +60.3% | +513.8% | -453.5% | +37.0% |
| 5Y | +39.4% | +379.3% | -339.8% | +18.7% |
| All | +212.3% | +818.2% | -605.9% | +160.9% |
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