+39.5%
MAS vs AU
+27.2%
+12.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -1.8% | +4.7% | -6.5% | -2.5% |
| 30D | +23.6% | -1.5% | +25.1% | +23.5% |
| 3M | +12.4% | -5.0% | +17.4% | +12.5% |
| 6M | +21.9% | -13.5% | +35.4% | +22.7% |
| YTD | +36.1% | +11.7% | +24.4% | +31.0% |
| 1Y | +39.5% | +21.3% | +18.2% | +31.7% |
| All | +39.5% | +27.2% | +12.3% | +31.7% |
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