+34.9%
MAS vs TDY
+20.7%
+14.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.5% | -4.0% |
| 7D | +2.0% | -6.0% | +8.0% | +4.7% |
| 30D | +19.4% | +2.4% | +17.0% | +16.9% |
| 3M | +9.4% | -10.0% | +19.4% | +15.0% |
| 6M | +15.3% | -4.0% | +19.3% | +16.7% |
| YTD | +31.3% | +21.1% | +10.2% | +20.3% |
| 1Y | +34.9% | +22.1% | +12.8% | +23.6% |
| All | +34.9% | +20.7% | +14.2% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling