+78.6%
MAS vs TLN
+604.6%
-526.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.5% | +14.2% | +6.2% |
| 7D | +14.2% | -6.0% | +20.2% | +14.5% |
| 30D | +26.8% | -1.5% | +28.4% | +26.5% |
| 3M | +13.1% | -3.9% | +17.0% | +12.9% |
| 6M | +27.9% | -15.0% | +43.0% | +28.4% |
| YTD | +38.7% | -12.8% | +51.5% | +38.3% |
| 1Y | +40.4% | -17.3% | +57.7% | +40.3% |
| 3Y | +66.1% | +517.5% | -451.4% | +39.1% |
| All | +78.6% | +604.6% | -526.0% | +53.0% |
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