+217.0%
MAS vs TRGP
+826.3%
-609.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -1.8% | +2.4% | -4.2% | -2.2% |
| 30D | +23.6% | +0.8% | +22.7% | +23.1% |
| 3M | +12.4% | +10.4% | +2.1% | +10.1% |
| 6M | +21.9% | +16.3% | +5.6% | +17.7% |
| YTD | +36.1% | +61.1% | -25.0% | +23.6% |
| 1Y | +39.5% | +71.6% | -32.1% | +25.2% |
| 3Y | +59.1% | +267.5% | -208.3% | +23.7% |
| 5Y | +44.4% | +488.1% | -443.7% | +2.9% |
| 10Y | +217.0% | +803.8% | -586.8% | +96.0% |
| All | +217.0% | +826.3% | -609.3% | +96.0% |
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