+395.7%
MAS vs AU
+755.5%
-359.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -5.7% | -4.3% | -1.5% | -5.4% |
| 30D | -7.8% | +7.3% | -15.1% | -8.5% |
| 3M | -6.7% | +26.3% | -33.0% | -8.9% |
| 6M | +10.7% | +1.8% | +8.9% | +9.8% |
| YTD | +9.4% | +26.8% | -17.4% | +6.1% |
| 1Y | -7.2% | +66.7% | -73.9% | -12.6% |
| 3Y | +27.5% | +579.1% | -551.6% | +3.2% |
| 5Y | +26.4% | +689.3% | -663.0% | -1.0% |
| 10Y | +140.3% | +686.6% | -546.3% | +78.9% |
| All | +395.7% | +755.5% | -359.9% | +240.9% |
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