-45.3%
TE vs MAS
+38.5%
-83.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | -19.1% | +3.0% | -22.1% | -19.8% |
| 30D | -34.1% | +22.4% | -56.6% | -38.5% |
| 3M | -60.1% | +14.5% | -74.6% | -61.9% |
| 6M | -66.0% | +27.1% | -93.1% | -67.9% |
| YTD | -71.4% | +35.8% | -107.2% | -69.8% |
| 1Y | -45.3% | +39.4% | -84.7% | -40.2% |
| All | -45.3% | +38.5% | -83.8% | -40.2% |
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 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