+210.3%
MAS vs TRI
+238.3%
-28.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.1% | 0.0% |
| 7D | +2.4% | -4.8% | +7.2% | +3.8% |
| 30D | +19.8% | +13.4% | +6.5% | +14.9% |
| 3M | +9.8% | +13.1% | -3.3% | +4.7% |
| 6M | +15.8% | +24.4% | -8.7% | +4.7% |
| YTD | +31.8% | -11.4% | +43.3% | +35.8% |
| 1Y | +35.4% | -15.6% | +51.0% | +43.0% |
| 3Y | +59.2% | -6.5% | +65.7% | +50.6% |
| 5Y | +41.2% | +5.3% | +36.0% | +22.8% |
| All | +210.3% | +238.3% | -28.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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