+217.1%
MAS vs TDY
+490.2%
-273.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.1% | -3.8% |
| 7D | +2.4% | -6.0% | +8.4% | +5.2% |
| 30D | +19.8% | +2.4% | +17.5% | +17.8% |
| 3M | +9.8% | -10.0% | +19.9% | +15.1% |
| 6M | +15.8% | -4.0% | +19.7% | +17.3% |
| YTD | +31.8% | +21.1% | +10.7% | +18.8% |
| 1Y | +35.4% | +22.1% | +13.3% | +21.4% |
| 3Y | +59.2% | +64.0% | -4.8% | +22.6% |
| 5Y | +41.2% | +38.6% | +2.6% | +16.7% |
| All | +217.1% | +490.2% | -273.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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