+140.2%
MAS vs TRI
+207.1%
-67.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +3.5% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -5.6% | +7.9% | -13.4% | -8.3% |
| 3M | +4.4% | +24.1% | -19.6% | -4.5% |
| 6M | +7.2% | +3.8% | +3.4% | +3.1% |
| YTD | +16.1% | -16.9% | +33.0% | +22.6% |
| 1Y | +0.1% | -38.4% | +38.5% | +23.1% |
| 3Y | +28.3% | -12.2% | +40.5% | +24.4% |
| 5Y | +30.5% | -1.8% | +32.3% | +16.5% |
| All | +140.2% | +207.1% | -67.0% | +25.3% |
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