+34.9%
MAS vs AU
+42.6%
-7.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.6% |
| 7D | +2.0% | +16.5% | -14.6% | -0.3% |
| 30D | +19.4% | +3.3% | +16.1% | +18.5% |
| 3M | +9.4% | +6.8% | +2.6% | +7.4% |
| 6M | +15.3% | -3.9% | +19.3% | +14.5% |
| YTD | +31.3% | +12.9% | +18.4% | +27.2% |
| 1Y | +34.9% | +43.5% | -8.6% | +27.1% |
| All | +34.9% | +42.6% | -7.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling