+140.2%
MAS vs TRGP
+891.3%
-751.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | -0.8% | +0.8% | -1.5% | -0.9% |
| 30D | -5.6% | +11.5% | -17.1% | -7.5% |
| 3M | +4.4% | +9.0% | -4.5% | +2.4% |
| 6M | +7.2% | +20.5% | -13.3% | +3.0% |
| YTD | +16.1% | +59.5% | -43.4% | +6.0% |
| 1Y | +0.1% | +77.9% | -77.8% | -10.7% |
| 3Y | +28.3% | +253.6% | -225.3% | +0.6% |
| 5Y | +30.5% | +615.5% | -585.0% | -9.7% |
| All | +140.2% | +891.3% | -751.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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