+7.2%
MAS vs TRU
+1.4%
+5.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +3.2% |
| 7D | -0.8% | -6.8% | +6.0% | +0.8% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +4.4% | +13.3% | -8.9% | +1.1% |
| 6M | +7.2% | +3.4% | +3.8% | +2.5% |
| All | +7.2% | +1.4% | +5.8% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling