+528.7%
MAS vs TDY
+7,231.6%
-6,702.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.5% | -3.4% |
| 7D | +2.0% | -6.0% | +8.0% | +3.9% |
| 30D | +19.4% | +2.4% | +17.0% | +18.1% |
| 3M | +9.4% | -10.0% | +19.4% | +13.0% |
| 6M | +15.3% | -4.0% | +19.3% | +16.5% |
| YTD | +31.3% | +21.1% | +10.2% | +22.7% |
| 1Y | +34.9% | +22.1% | +12.8% | +25.6% |
| 3Y | +58.6% | +64.0% | -5.4% | +33.7% |
| 5Y | +40.7% | +38.6% | +2.1% | +25.1% |
| 10Y | +220.4% | +501.5% | -281.1% | +76.8% |
| All | +528.7% | +7,231.6% | -6,702.8% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling