+13.1%
MAS vs TLN
-6.0%
+19.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.5% | +14.2% | +4.9% |
| 7D | +14.2% | -6.0% | +20.2% | +13.6% |
| 30D | +26.8% | -1.5% | +28.4% | +24.9% |
| 3M | +13.1% | -3.9% | +17.0% | +11.8% |
| All | +13.1% | -6.0% | +19.1% | +11.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling