+13,484.6%
TDG vs MAS
+377.9%
+13,106.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -1.0% |
| 7D | +1.1% | +4.6% | -3.4% | -0.5% |
| 30D | +7.8% | +19.9% | -12.1% | +0.9% |
| 3M | -5.2% | +8.9% | -14.1% | -8.3% |
| 6M | -0.2% | +20.2% | -20.3% | -7.1% |
| YTD | -10.6% | +33.9% | -44.5% | -20.8% |
| 1Y | -6.1% | +34.7% | -40.8% | -17.2% |
| 3Y | +57.7% | +60.4% | -2.7% | +27.4% |
| 5Y | +115.1% | +43.5% | +71.7% | +78.6% |
| 10Y | +550.9% | +226.7% | +324.2% | +304.4% |
| All | +13,484.6% | +377.9% | +13,106.8% | +5,613.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling