+211.6%
MAS vs TRGP
+819.3%
-607.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | +1.2% | +9.0% | -7.8% | -0.3% |
| 30D | +21.6% | +1.5% | +20.1% | +21.0% |
| 3M | +14.1% | +10.7% | +3.4% | +11.7% |
| 6M | +22.6% | +17.1% | +5.5% | +18.3% |
| YTD | +35.4% | +63.6% | -28.2% | +22.7% |
| 1Y | +37.5% | +77.0% | -39.5% | +22.7% |
| 3Y | +58.3% | +273.2% | -214.8% | +22.8% |
| 5Y | +39.1% | +508.6% | -469.5% | -1.4% |
| All | +211.6% | +819.3% | -607.7% | +92.4% |
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