+47.4%
MAS vs TMF
-87.3%
+134.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.2% | +5.2% |
| 7D | +14.2% | +4.0% | +10.2% | +13.4% |
| 30D | +26.8% | +19.5% | +7.4% | +23.0% |
| 3M | +13.1% | -3.5% | +16.7% | +13.8% |
| 6M | +27.9% | -10.6% | +38.5% | +30.5% |
| YTD | +38.7% | -17.1% | +55.7% | +43.0% |
| 1Y | +40.4% | -24.3% | +64.6% | +46.6% |
| 3Y | +66.1% | -27.2% | +93.3% | +71.7% |
| 5Y | +47.4% | -87.6% | +135.0% | +56.8% |
| All | +47.4% | -87.3% | +134.7% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling