+258.1%
MAS vs TRU
+238.0%
+20.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +4.3% |
| 7D | -0.8% | -6.8% | +6.0% | +2.0% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +4.4% | +13.3% | -8.9% | -1.6% |
| 6M | +7.2% | +3.4% | +3.8% | +4.0% |
| YTD | +16.1% | -6.4% | +22.5% | +16.0% |
| 1Y | +0.1% | -9.7% | +9.8% | +0.8% |
| 3Y | +28.3% | +0.1% | +28.2% | +17.8% |
| 5Y | +30.5% | -34.0% | +64.5% | +40.1% |
| 10Y | +139.1% | +147.9% | -8.7% | +49.4% |
| All | +258.1% | +238.0% | +20.1% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling