+215.9%
MAS vs TRI
+236.7%
-20.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -0.4% |
| 7D | +2.0% | -4.8% | +6.8% | +3.4% |
| 30D | +19.4% | +13.4% | +6.0% | +14.5% |
| 3M | +9.4% | +13.1% | -3.7% | +4.3% |
| 6M | +15.3% | +24.4% | -9.1% | +4.3% |
| YTD | +31.3% | -11.4% | +42.8% | +35.3% |
| 1Y | +34.9% | -15.6% | +50.4% | +42.5% |
| 3Y | +58.6% | -6.5% | +65.1% | +50.0% |
| 5Y | +40.7% | +5.3% | +35.4% | +22.3% |
| All | +215.9% | +236.7% | -20.9% | +44.8% |
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