+217.0%
MAS vs PTC
+317.3%
-100.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +23.6% | +0.9% | +22.7% | +23.2% |
| 3M | +12.4% | +30.4% | -17.9% | +1.5% |
| 6M | +21.9% | +34.4% | -12.6% | +7.6% |
| YTD | +36.1% | +12.6% | +23.5% | +27.2% |
| 1Y | +39.5% | +10.2% | +29.3% | +31.3% |
| 3Y | +59.1% | +29.4% | +29.8% | +39.3% |
| 5Y | +44.4% | +63.7% | -19.3% | +14.8% |
| 10Y | +217.0% | +316.9% | -99.9% | +63.0% |
| All | +217.0% | +317.3% | -100.3% | +63.0% |
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