+222.1%
MAS vs PTC
+333.9%
-111.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +19.9% | +0.8% | +19.0% | +19.6% |
| 3M | +8.9% | +39.6% | -30.7% | -4.1% |
| 6M | +20.2% | +41.5% | -21.3% | +4.0% |
| YTD | +33.9% | +11.7% | +22.2% | +25.4% |
| 1Y | +34.7% | +2.4% | +32.2% | +30.0% |
| 3Y | +60.4% | +31.9% | +28.5% | +39.4% |
| 5Y | +43.5% | +54.5% | -11.1% | +16.1% |
| All | +222.1% | +333.9% | -111.8% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling