+55.5%
T vs MAS
+213.7%
-158.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +1.0% | +2.0% | -0.9% | +0.5% |
| 30D | -10.6% | +19.4% | -30.0% | -14.4% |
| 3M | -7.7% | +9.4% | -17.2% | -9.9% |
| 6M | -13.3% | +15.3% | -28.6% | -16.9% |
| YTD | -8.8% | +31.3% | -40.1% | -16.1% |
| 1Y | -8.4% | +34.9% | -43.3% | -16.4% |
| 3Y | +59.6% | +58.6% | +1.0% | +34.2% |
| 5Y | +52.1% | +40.7% | +11.4% | +29.9% |
| All | +55.5% | +213.7% | -158.2% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling