+37.5%
MAS vs TRI
-17.0%
+54.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.2% | -7.5% | +8.7% | +1.3% |
| 30D | +21.6% | +3.9% | +17.7% | +21.9% |
| 3M | +14.1% | +7.2% | +6.9% | +14.6% |
| 6M | +22.6% | +27.0% | -4.3% | +25.1% |
| YTD | +35.4% | -14.0% | +49.5% | +50.4% |
| 1Y | +37.5% | -17.7% | +55.1% | +57.1% |
| All | +37.5% | -17.0% | +54.5% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling