+506.4%
MAS vs AU
+625.6%
-119.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.5% |
| 7D | +4.6% | +4.1% | +0.5% | +4.2% |
| 30D | +19.9% | -5.3% | +25.2% | +20.4% |
| 3M | +8.9% | +0.6% | +8.3% | +8.5% |
| 6M | +20.2% | -0.8% | +20.9% | +19.6% |
| YTD | +33.9% | +7.6% | +26.3% | +31.5% |
| 1Y | +34.7% | +38.2% | -3.6% | +29.2% |
| 3Y | +60.4% | +417.9% | -357.5% | +33.2% |
| 5Y | +43.5% | +441.9% | -398.4% | +16.3% |
| 10Y | +226.7% | +660.3% | -433.6% | +143.8% |
| All | +506.4% | +625.6% | -119.2% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling