+37.5%
MAS vs TRU
-1.2%
+38.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.2% | -2.2% | +3.3% | +1.7% |
| 30D | +21.6% | +20.2% | +1.4% | +16.8% |
| 3M | +14.1% | +2.2% | +11.9% | +12.7% |
| 6M | +22.6% | +17.6% | +5.0% | +18.1% |
| YTD | +35.4% | -5.0% | +40.4% | +34.3% |
| 1Y | +37.5% | -1.0% | +38.4% | +32.3% |
| All | +37.5% | -1.2% | +38.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling