-79.7%
TE vs MAS
+39.2%
-118.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.7% |
| 7D | -12.6% | +2.0% | -14.6% | -13.9% |
| 30D | -36.7% | +19.4% | -56.1% | -43.9% |
| 3M | -57.5% | +9.4% | -66.9% | -60.0% |
| 6M | -55.2% | +15.3% | -70.5% | -59.6% |
| YTD | -64.7% | +31.3% | -96.0% | -71.7% |
| 1Y | -35.9% | +34.9% | -70.7% | -50.1% |
| 3Y | -31.8% | +58.6% | -90.4% | -53.0% |
| All | -79.7% | +39.2% | -118.8% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling