+215.9%
MAS vs TRU
+167.9%
+48.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.0% |
| 7D | +2.0% | +5.7% | -3.8% | -0.3% |
| 30D | +19.4% | +29.2% | -9.8% | +7.0% |
| 3M | +9.4% | +2.7% | +6.8% | +7.5% |
| 6M | +15.3% | +15.2% | +0.1% | +7.1% |
| YTD | +31.3% | -4.9% | +36.2% | +29.8% |
| 1Y | +34.9% | +3.4% | +31.4% | +28.3% |
| 3Y | +58.6% | +63.2% | -4.6% | +17.6% |
| 5Y | +40.7% | -26.6% | +67.3% | +44.2% |
| All | +215.9% | +167.9% | +48.0% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling