-34.1%
TE vs MAS
+61.2%
-95.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -3.4% | -13.0% | -14.4% |
| 7D | -20.3% | +4.6% | -24.8% | -22.5% |
| 30D | -40.0% | +19.9% | -59.9% | -46.4% |
| 3M | -58.3% | +8.9% | -67.2% | -60.5% |
| 6M | -57.3% | +20.2% | -77.5% | -62.1% |
| YTD | -65.9% | +33.9% | -99.8% | -72.5% |
| 1Y | -44.3% | +34.7% | -78.9% | -55.8% |
| All | -34.1% | +61.2% | -95.3% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling