+60.7%
MAS vs TDY
+70.2%
-9.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.3% |
| 7D | -1.8% | +3.0% | -4.8% | -3.5% |
| 30D | +23.6% | +6.1% | +17.5% | +18.9% |
| 3M | +12.4% | -4.5% | +16.9% | +14.8% |
| 6M | +21.9% | +2.9% | +18.9% | +19.1% |
| YTD | +36.1% | +27.5% | +8.6% | +17.5% |
| 1Y | +39.5% | +26.5% | +13.0% | +20.8% |
| All | +60.7% | +70.2% | -9.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling