-76.0%
TE vs MAS
+93.9%
-169.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.4% |
| 7D | -12.6% | +2.0% | -14.6% | -13.5% |
| 30D | -36.7% | +19.4% | -56.1% | -41.9% |
| 3M | -57.5% | +9.4% | -66.9% | -59.3% |
| 6M | -55.2% | +15.3% | -70.5% | -58.2% |
| YTD | -64.7% | +31.3% | -96.0% | -69.5% |
| 1Y | -35.9% | +34.9% | -70.7% | -45.6% |
| 3Y | -31.8% | +58.6% | -90.4% | -44.7% |
| 5Y | -79.4% | +40.7% | -120.1% | -83.3% |
| All | -76.0% | +93.9% | -169.9% | -80.7% |
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