+213.2%
MAS vs TRI
+223.8%
-10.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.8% | -7.2% | +5.3% | +0.4% |
| 30D | +23.6% | +4.4% | +19.2% | +21.5% |
| 3M | +12.4% | +4.5% | +8.0% | +9.9% |
| 6M | +21.9% | +23.7% | -1.8% | +10.1% |
| YTD | +36.1% | -14.4% | +50.5% | +41.7% |
| 1Y | +39.5% | -17.4% | +56.9% | +47.9% |
| 3Y | +59.1% | -11.0% | +70.1% | +53.6% |
| 5Y | +44.4% | +0.7% | +43.7% | +27.5% |
| All | +213.2% | +223.8% | -10.6% | +41.9% |
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