+140.2%
MAS vs TMF
-86.8%
+226.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -0.8% | -1.4% | +0.7% | -0.7% |
| 30D | -5.6% | -2.8% | -2.7% | -5.5% |
| 3M | +4.4% | -10.9% | +15.4% | +4.6% |
| 6M | +7.2% | -21.3% | +28.5% | +7.4% |
| YTD | +16.1% | -15.9% | +32.0% | +16.3% |
| 1Y | +0.1% | -15.7% | +15.8% | +0.3% |
| 3Y | +28.3% | -43.4% | +71.7% | +26.9% |
| 5Y | +30.5% | -87.8% | +118.2% | +8.2% |
| All | +140.2% | -86.8% | +226.9% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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