+40.4%
MAS vs PTC
+0.1%
+40.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.6% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | +26.8% | +1.5% | +25.3% | +26.8% |
| 3M | +13.1% | +37.8% | -24.6% | +12.1% |
| 6M | +27.9% | +41.2% | -13.3% | +26.4% |
| YTD | +38.7% | +12.0% | +26.6% | +45.1% |
| 1Y | +40.4% | +1.6% | +38.7% | +51.1% |
| All | +40.4% | +0.1% | +40.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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