+460.1%
TEAM vs MAS
+213.7%
+246.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.9% | -14.2% | -15.3% |
| 7D | -19.8% | +2.0% | -21.8% | -20.6% |
| 30D | -21.5% | +19.4% | -40.9% | -28.0% |
| 3M | +39.5% | +9.4% | +30.1% | +33.2% |
| 6M | +73.1% | +15.3% | +57.7% | +58.7% |
| YTD | -5.2% | +31.3% | -36.5% | -20.7% |
| 1Y | -1.6% | +34.9% | -36.4% | -19.0% |
| 3Y | -11.4% | +58.6% | -70.0% | -34.4% |
| 5Y | -65.1% | +40.7% | -105.8% | -73.0% |
| All | +460.1% | +213.7% | +246.4% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling