+224.3%
MAS vs AU
+743.0%
-518.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.9% | -2.4% | +4.0% |
| 7D | +3.3% | +20.8% | -17.5% | +1.8% |
| 30D | +25.5% | +5.5% | +19.9% | +24.8% |
| 3M | +11.8% | +3.9% | +7.8% | +11.2% |
| 6M | +21.3% | -5.4% | +26.8% | +21.2% |
| YTD | +37.7% | +20.7% | +17.1% | +34.8% |
| 1Y | +41.0% | +49.8% | -8.8% | +36.0% |
| 3Y | +63.0% | +565.6% | -502.7% | +38.7% |
| 5Y | +44.1% | +500.4% | -456.3% | +20.9% |
| 10Y | +224.3% | +795.4% | -571.1% | +170.3% |
| All | +224.3% | +743.0% | -518.7% | +170.3% |
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