-6.4%
T vs MAS
+40.8%
-47.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +1.4% |
| 7D | +5.5% | +14.2% | -8.7% | +3.9% |
| 30D | -8.9% | +26.8% | -35.7% | -10.9% |
| 3M | -5.6% | +13.1% | -18.7% | -7.1% |
| 6M | -14.3% | +27.9% | -42.2% | -16.0% |
| YTD | -7.9% | +38.7% | -46.6% | -10.4% |
| 1Y | -6.4% | +40.4% | -46.8% | -9.1% |
| All | -6.4% | +40.8% | -47.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling