+35.4%
MAS vs TRI
-18.3%
+53.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.1% | -1.4% |
| 7D | +2.4% | -4.8% | +7.2% | +2.4% |
| 30D | +19.8% | +13.4% | +6.5% | +20.3% |
| 3M | +9.8% | +13.1% | -3.3% | +10.3% |
| 6M | +15.8% | +24.4% | -8.7% | +17.3% |
| YTD | +31.8% | -11.4% | +43.3% | +46.6% |
| 1Y | +35.4% | -15.6% | +51.0% | +53.9% |
| All | +35.4% | -18.3% | +53.6% | +53.9% |
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 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