+215.9%
MAS vs TD
+302.2%
-86.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.6% |
| 7D | +2.0% | -1.7% | +3.6% | +3.1% |
| 30D | +19.4% | +8.2% | +11.1% | +14.0% |
| 3M | +9.4% | +1.7% | +7.7% | +8.2% |
| 6M | +15.3% | +14.2% | +1.1% | +6.5% |
| YTD | +31.3% | +32.8% | -1.4% | +10.8% |
| 1Y | +34.9% | +55.5% | -20.6% | +3.5% |
| 3Y | +58.6% | +129.6% | -71.0% | -4.7% |
| 5Y | +40.7% | +102.2% | -61.5% | -9.6% |
| All | +215.9% | +302.2% | -86.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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