-47.6%
TE vs MAS
+34.7%
-82.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.0% |
| 7D | -12.6% | +2.4% | -14.9% | -13.2% |
| 30D | -36.7% | +19.8% | -56.6% | -40.5% |
| 3M | -57.5% | +9.8% | -67.3% | -58.7% |
| 6M | -55.2% | +15.8% | -71.0% | -57.6% |
| YTD | -64.7% | +31.8% | -96.5% | -62.7% |
| All | -47.6% | +34.7% | -82.3% | -42.0% |
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