+39.1%
MAS vs TDY
+45.6%
-6.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.2% | +9.4% | -8.3% | -4.2% |
| 30D | +21.6% | +5.9% | +15.7% | +16.8% |
| 3M | +14.1% | -5.7% | +19.8% | +17.4% |
| 6M | +22.6% | +2.4% | +20.2% | +19.9% |
| YTD | +35.4% | +26.8% | +8.6% | +15.6% |
| 1Y | +37.5% | +24.7% | +12.8% | +18.4% |
| 3Y | +58.3% | +69.2% | -10.8% | +10.5% |
| 5Y | +39.1% | +45.7% | -6.6% | +3.2% |
| All | +39.1% | +45.6% | -6.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling