-25.8%
TE vs MAS
+40.8%
-66.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.6% | -9.2% | -5.2% |
| 7D | +3.8% | +14.2% | -10.4% | -0.9% |
| 30D | -26.2% | +26.8% | -53.0% | -32.2% |
| 3M | -49.7% | +13.1% | -62.9% | -51.9% |
| 6M | -46.5% | +27.9% | -74.4% | -50.2% |
| YTD | -59.1% | +38.7% | -97.8% | -58.4% |
| 1Y | -25.8% | +40.4% | -66.2% | -23.5% |
| All | -25.8% | +40.8% | -66.6% | -23.5% |
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