+44.1%
MAS vs TRI
-0.6%
+44.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.8% | +8.3% | +5.3% |
| 7D | +3.3% | -11.4% | +14.7% | +5.6% |
| 30D | +25.5% | +4.9% | +20.5% | +24.2% |
| 3M | +11.8% | +7.0% | +4.7% | +9.8% |
| 6M | +21.3% | +18.2% | +3.2% | +15.8% |
| YTD | +37.7% | -14.8% | +52.5% | +47.9% |
| 1Y | +41.0% | -18.0% | +59.0% | +54.2% |
| 3Y | +63.0% | -12.0% | +75.0% | +55.4% |
| 5Y | +44.1% | -0.8% | +44.9% | +17.4% |
| All | +44.1% | -0.6% | +44.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling