+140.4%
MAS vs TDY
+462.8%
-322.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -0.8% | -1.8% | +1.1% | +0.2% |
| 30D | -5.6% | -10.7% | +5.1% | -0.1% |
| 3M | +4.4% | -1.3% | +5.7% | +5.1% |
| 6M | +7.2% | -10.6% | +17.8% | +13.3% |
| YTD | +16.1% | +19.6% | -3.5% | +5.8% |
| 1Y | +0.1% | +11.6% | -11.5% | -5.8% |
| 3Y | +28.3% | +45.2% | -16.9% | +5.1% |
| 5Y | +30.5% | +36.1% | -5.6% | +9.1% |
| All | +140.4% | +462.8% | -322.5% | -0.4% |
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