+0.1%
MAS vs TLN
-17.2%
+17.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.3% |
| 7D | -0.8% | +7.1% | -7.8% | -1.6% |
| 30D | -5.6% | -3.9% | -1.7% | -5.2% |
| 3M | +4.4% | -16.2% | +20.6% | +5.8% |
| 6M | +7.2% | -5.8% | +13.0% | +6.6% |
| YTD | +16.1% | -15.4% | +31.5% | +16.3% |
| 1Y | +0.1% | -16.7% | +16.8% | +1.4% |
| All | +0.1% | -17.2% | +17.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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