+43.5%
MAS vs TRGP
+433.5%
-390.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.6% |
| 7D | +4.6% | -12.6% | +17.2% | +7.1% |
| 30D | +19.9% | -4.5% | +24.4% | +20.5% |
| 3M | +8.9% | +4.9% | +4.0% | +6.8% |
| 6M | +20.2% | +5.6% | +14.6% | +16.8% |
| YTD | +33.9% | +50.1% | -16.2% | +17.7% |
| 1Y | +34.7% | +70.2% | -35.6% | +14.1% |
| 3Y | +60.4% | +228.5% | -168.1% | +9.0% |
| 5Y | +43.5% | +434.1% | -390.6% | -17.7% |
| All | +43.5% | +433.5% | -390.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling