+1,392.2%
MAS vs PTC
+6,346.6%
-4,954.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +2.9% |
| 7D | -0.8% | -10.3% | +9.5% | +1.2% |
| 30D | -5.6% | +1.1% | -6.7% | -6.0% |
| 3M | +4.4% | +1.6% | +2.8% | +3.4% |
| 6M | +7.2% | -13.5% | +20.7% | +9.0% |
| YTD | +16.1% | -19.1% | +35.2% | +19.3% |
| 1Y | +0.1% | -33.9% | +34.0% | +6.7% |
| 3Y | +28.3% | -3.9% | +32.2% | +27.2% |
| 5Y | +30.5% | +6.0% | +24.4% | +26.2% |
| 10Y | +139.1% | +223.7% | -84.6% | +86.5% |
| All | +1,392.2% | +6,346.6% | -4,954.4% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling