+32.0%
MAS vs TPG
+69.8%
-37.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | +19.4% | +4.5% | +14.9% | +17.3% |
| 3M | +9.4% | -3.1% | +12.5% | +10.3% |
| 6M | +15.3% | +5.8% | +9.5% | +12.1% |
| YTD | +31.3% | -24.4% | +55.7% | +44.1% |
| 1Y | +34.9% | -11.1% | +45.9% | +38.0% |
| 3Y | +58.6% | +77.5% | -18.9% | +13.6% |
| All | +32.0% | +69.8% | -37.8% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling