-76.8%
TE vs MAS
+97.7%
-174.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -3.4% | -13.0% | -14.9% |
| 7D | -20.3% | +4.6% | -24.8% | -22.0% |
| 30D | -40.0% | +19.9% | -59.9% | -45.0% |
| 3M | -58.3% | +8.9% | -67.2% | -60.0% |
| 6M | -57.3% | +20.2% | -77.5% | -60.9% |
| YTD | -65.9% | +33.9% | -99.8% | -70.7% |
| 1Y | -44.3% | +34.7% | -78.9% | -52.6% |
| 3Y | -36.0% | +60.4% | -96.3% | -48.4% |
| 5Y | -80.1% | +43.5% | -123.6% | -84.0% |
| All | -76.8% | +97.7% | -174.5% | -81.5% |
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 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