+43.5%
MAS vs TRI
+9.8%
+33.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | +4.6% | +1.5% | +3.0% | +4.1% |
| 30D | +19.9% | +20.4% | -0.5% | +15.5% |
| 3M | +8.9% | +20.6% | -11.7% | +4.5% |
| 6M | +20.2% | +25.5% | -5.3% | +13.4% |
| YTD | +33.9% | -7.1% | +41.0% | +41.3% |
| 1Y | +34.7% | -14.7% | +49.3% | +48.0% |
| 3Y | +60.4% | -0.8% | +61.2% | +46.7% |
| 5Y | +43.5% | +10.4% | +33.0% | +13.6% |
| All | +43.5% | +9.8% | +33.6% | +13.6% |
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