+38.5%
MAS vs TPG
+81.4%
-42.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.3% | +1.8% |
| 7D | +3.3% | +3.1% | +0.2% | +2.0% |
| 30D | +25.5% | +9.7% | +15.7% | +20.8% |
| 3M | +11.8% | +2.5% | +9.3% | +10.2% |
| 6M | +21.3% | +14.0% | +7.3% | +14.5% |
| YTD | +37.7% | -19.3% | +57.0% | +47.2% |
| 1Y | +41.0% | -5.8% | +46.8% | +41.1% |
| 3Y | +63.0% | +80.1% | -17.2% | +16.3% |
| All | +38.5% | +81.4% | -42.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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