+210.3%
MAS vs AU
+688.9%
-478.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -1.9% |
| 7D | +2.4% | +16.5% | -14.2% | +1.2% |
| 30D | +19.8% | +3.3% | +16.6% | +19.4% |
| 3M | +9.8% | +6.8% | +3.0% | +9.0% |
| 6M | +15.8% | -3.9% | +19.7% | +15.5% |
| YTD | +31.8% | +12.9% | +18.9% | +29.6% |
| 1Y | +35.4% | +43.5% | -8.1% | +31.0% |
| 3Y | +59.2% | +445.5% | -386.3% | +37.4% |
| 5Y | +41.2% | +469.0% | -427.7% | +19.0% |
| All | +210.3% | +688.9% | -478.6% | +160.0% |
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