-53.2%
TE vs MAS
+71.5%
-124.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -15.9% | -5.6% | -10.3% | -13.4% |
| 3M | -60.5% | +4.4% | -65.0% | -61.4% |
| 6M | -35.2% | +7.2% | -42.4% | -37.4% |
| YTD | -31.1% | +16.1% | -47.2% | -36.7% |
| 1Y | +148.6% | +0.1% | +148.6% | +143.4% |
| 3Y | -26.4% | +28.3% | -54.7% | -34.6% |
| 5Y | -48.0% | +30.5% | -78.5% | -55.2% |
| All | -53.2% | +71.5% | -124.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling