+1,223.3%
MAS vs TMF
-68.9%
+1,292.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -0.8% | -1.4% | +0.7% | -0.9% |
| 30D | -5.6% | -2.8% | -2.7% | -5.9% |
| 3M | +4.4% | -10.9% | +15.4% | +2.8% |
| 6M | +7.2% | -21.3% | +28.5% | +3.6% |
| YTD | +16.1% | -15.9% | +32.0% | +13.3% |
| 1Y | +0.1% | -15.7% | +15.8% | -2.2% |
| 3Y | +28.3% | -43.4% | +71.7% | +18.9% |
| 5Y | +30.5% | -87.8% | +118.2% | -11.4% |
| 10Y | +139.1% | -86.7% | +225.9% | +86.5% |
| All | +1,223.3% | -68.9% | +1,292.1% | +1,585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling