+43.5%
MAS vs TRU
-25.6%
+69.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.8% |
| 7D | +4.6% | +9.8% | -5.3% | +0.7% |
| 30D | +19.9% | +30.7% | -10.9% | +7.5% |
| 3M | +8.9% | +3.8% | +5.1% | +6.6% |
| 6M | +20.2% | +21.9% | -1.7% | +9.4% |
| YTD | +33.9% | -2.8% | +36.7% | +31.5% |
| 1Y | +34.7% | +4.8% | +29.9% | +27.8% |
| 3Y | +60.4% | +67.6% | -7.2% | +17.5% |
| 5Y | +43.5% | -25.0% | +68.5% | +50.7% |
| All | +43.5% | -25.6% | +69.0% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling