+58.6%
MAS vs AU
+450.2%
-391.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.3% |
| 7D | +2.0% | +16.5% | -14.6% | +0.8% |
| 30D | +19.4% | +3.3% | +16.1% | +18.9% |
| 3M | +9.4% | +6.8% | +2.6% | +8.6% |
| 6M | +15.3% | -3.9% | +19.3% | +14.9% |
| YTD | +31.3% | +12.9% | +18.4% | +29.9% |
| 1Y | +34.9% | +43.5% | -8.6% | +32.7% |
| 3Y | +58.6% | +445.5% | -386.9% | +39.3% |
| All | +58.6% | +450.2% | -391.6% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling