+72.5%
MAS vs TLN
+581.9%
-509.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.2% |
| 7D | +4.6% | -9.4% | +13.9% | +5.2% |
| 30D | +19.9% | -15.2% | +35.1% | +21.1% |
| 3M | +8.9% | -4.1% | +13.0% | +8.6% |
| 6M | +20.2% | -17.8% | +38.0% | +20.9% |
| YTD | +33.9% | -15.6% | +49.5% | +33.8% |
| 1Y | +34.7% | -21.6% | +56.3% | +35.1% |
| 3Y | +60.4% | +497.6% | -437.2% | +34.6% |
| All | +72.5% | +581.9% | -509.4% | +48.1% |
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