+436.8%
MAS vs TRI
+561.6%
-124.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +4.7% |
| 7D | -0.8% | -0.5% | -0.2% | -0.8% |
| 30D | -5.6% | +7.9% | -13.4% | -10.0% |
| 3M | +4.4% | +24.1% | -19.6% | -9.9% |
| 6M | +7.2% | +3.8% | +3.4% | -1.2% |
| YTD | +16.1% | -16.9% | +33.0% | +18.7% |
| 1Y | +0.1% | -38.4% | +38.5% | +22.8% |
| 3Y | +28.3% | -12.2% | +40.5% | +20.9% |
| 5Y | +30.5% | -1.8% | +32.3% | +13.3% |
| 10Y | +139.1% | +207.6% | -68.5% | -6.3% |
| All | +436.8% | +561.6% | -124.8% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling