+35.3%
MAS vs TRU
-33.8%
+69.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +4.1% |
| 7D | -0.8% | -6.8% | +6.0% | +1.9% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +4.4% | +13.3% | -8.9% | -1.4% |
| 6M | +7.2% | +3.4% | +3.8% | +4.2% |
| YTD | +16.1% | -6.4% | +22.5% | +16.2% |
| 1Y | +0.1% | -9.7% | +9.8% | +1.0% |
| 3Y | +28.3% | +0.1% | +28.2% | +20.4% |
| All | +35.3% | -33.8% | +69.1% | +41.3% |
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 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