+61.7%
MAS vs TRU
+68.5%
-6.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.8% |
| 7D | +4.6% | +9.8% | -5.3% | +1.1% |
| 30D | +19.9% | +30.7% | -10.9% | +8.9% |
| 3M | +8.9% | +3.8% | +5.1% | +6.9% |
| 6M | +20.2% | +21.9% | -1.7% | +10.7% |
| YTD | +33.9% | -2.8% | +36.7% | +32.2% |
| 1Y | +34.7% | +4.8% | +29.9% | +28.6% |
| All | +61.7% | +68.5% | -6.8% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling