+976.9%
MAS vs TD
+7,879.0%
-6,902.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -5.6% | +0.4% | -6.0% | -5.9% |
| 3M | +4.4% | +7.6% | -3.2% | -0.1% |
| 6M | +7.2% | +25.0% | -17.8% | -6.0% |
| YTD | +16.1% | +31.0% | -14.9% | -1.1% |
| 1Y | +0.1% | +65.2% | -65.1% | -25.8% |
| 3Y | +28.3% | +122.5% | -94.2% | -21.0% |
| 5Y | +30.5% | +124.8% | -94.3% | -20.9% |
| 10Y | +139.1% | +298.2% | -159.1% | +0.1% |
| All | +976.9% | +7,879.0% | -6,902.1% | +78.9% |
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