+49.6%
MAS vs TLN
+583.6%
-534.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.5% |
| 7D | -0.8% | +7.1% | -7.8% | -1.3% |
| 30D | -5.6% | -3.9% | -1.7% | -5.3% |
| 3M | +4.4% | -16.2% | +20.6% | +5.6% |
| 6M | +7.2% | -5.8% | +13.0% | +7.1% |
| YTD | +16.1% | -15.4% | +31.5% | +16.6% |
| 1Y | +0.1% | -16.7% | +16.8% | +0.5% |
| 3Y | +28.3% | +473.8% | -445.5% | +9.1% |
| All | +49.6% | +583.6% | -534.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling