+211.6%
MAS vs TRU
+182.8%
+28.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.2% | -2.2% | +3.3% | +2.1% |
| 30D | +21.6% | +20.2% | +1.4% | +12.4% |
| 3M | +14.1% | +2.2% | +11.9% | +12.3% |
| 6M | +22.6% | +17.6% | +5.0% | +12.9% |
| YTD | +35.4% | -5.0% | +40.4% | +34.0% |
| 1Y | +37.5% | -1.0% | +38.4% | +33.4% |
| 3Y | +58.3% | +56.5% | +1.8% | +19.6% |
| 5Y | +39.1% | -26.2% | +65.3% | +42.3% |
| All | +211.6% | +182.8% | +28.8% | +100.4% |
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