+69.2%
MAS vs TLN
+630.2%
-561.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -2.4% |
| 7D | +2.0% | -1.3% | +3.3% | +1.9% |
| 30D | +19.4% | -10.5% | +29.9% | +20.2% |
| 3M | +9.4% | +0.1% | +9.3% | +8.9% |
| 6M | +15.3% | -17.4% | +32.7% | +16.0% |
| YTD | +31.3% | -9.7% | +41.0% | +30.6% |
| 1Y | +34.9% | -12.3% | +47.1% | +34.2% |
| 3Y | +58.6% | +528.3% | -469.7% | +32.6% |
| All | +69.2% | +630.2% | -561.0% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling