+13,174.6%
TDG vs MAS
+314.4%
+12,860.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -2.0% | -0.8% | -1.3% | -1.8% |
| 30D | -7.4% | -5.6% | -1.8% | -5.6% |
| 3M | -5.4% | +4.4% | -9.8% | -7.2% |
| 6M | -11.6% | +7.2% | -18.8% | -14.6% |
| YTD | -12.6% | +16.1% | -28.7% | -18.5% |
| 1Y | -9.3% | +0.1% | -9.4% | -11.1% |
| 3Y | +49.2% | +28.3% | +20.9% | +30.6% |
| 5Y | +132.1% | +30.5% | +101.7% | +99.4% |
| 10Y | +544.8% | +139.1% | +405.7% | +343.8% |
| All | +13,174.6% | +314.4% | +12,860.2% | +5,783.2% |
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