+1,141.8%
MAS vs TD
+8,030.9%
-6,889.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.5% | -1.1% |
| 7D | +4.6% | -3.2% | +7.8% | +6.6% |
| 30D | +19.9% | +4.9% | +15.0% | +16.6% |
| 3M | +8.9% | +2.3% | +6.6% | +7.3% |
| 6M | +20.2% | +17.8% | +2.4% | +9.1% |
| YTD | +33.9% | +33.5% | +0.4% | +12.8% |
| 1Y | +34.7% | +55.9% | -21.2% | +3.4% |
| 3Y | +60.4% | +131.5% | -71.2% | -3.6% |
| 5Y | +43.5% | +103.3% | -59.9% | -7.6% |
| 10Y | +226.7% | +308.6% | -81.9% | +34.7% |
| All | +1,141.8% | +8,030.9% | -6,889.1% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling