+934.3%
MAS vs TRGP
+2,199.9%
-1,265.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.2% | +6.5% |
| 7D | +14.2% | -6.5% | +20.6% | +15.4% |
| 30D | +26.8% | -0.4% | +27.3% | +26.6% |
| 3M | +13.1% | +8.8% | +4.3% | +10.7% |
| 6M | +27.9% | +11.0% | +16.9% | +24.1% |
| YTD | +38.7% | +57.4% | -18.7% | +25.4% |
| 1Y | +40.4% | +87.9% | -47.5% | +22.4% |
| 3Y | +66.1% | +244.4% | -178.3% | +27.4% |
| 5Y | +47.4% | +467.0% | -419.6% | +1.7% |
| 10Y | +238.3% | +836.9% | -598.5% | +85.6% |
| All | +934.3% | +2,199.9% | -1,265.6% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling