-35.9%
TE vs MAS
+32.0%
-67.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.1% |
| 7D | -12.6% | +2.0% | -14.6% | -13.0% |
| 30D | -36.7% | +19.4% | -56.1% | -40.3% |
| 3M | -57.5% | +9.4% | -66.9% | -58.6% |
| 6M | -55.2% | +15.3% | -70.5% | -57.5% |
| YTD | -64.7% | +31.3% | -96.0% | -62.0% |
| 1Y | -35.9% | +34.9% | -70.7% | -27.4% |
| All | -35.9% | +32.0% | -67.9% | -27.4% |
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