+215.9%
MAS vs TRGP
+757.5%
-541.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -1.5% |
| 7D | +2.0% | -16.0% | +18.0% | +4.7% |
| 30D | +19.4% | -6.4% | +25.8% | +20.4% |
| 3M | +9.4% | -1.0% | +10.4% | +9.0% |
| 6M | +15.3% | +7.0% | +8.4% | +12.8% |
| YTD | +31.3% | +46.1% | -14.8% | +21.2% |
| 1Y | +34.9% | +58.7% | -23.8% | +22.6% |
| 3Y | +58.6% | +221.9% | -163.3% | +26.0% |
| 5Y | +40.7% | +419.9% | -379.2% | +2.3% |
| All | +215.9% | +757.5% | -541.6% | +97.5% |
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