-65.5%
TEAM vs MAS
+44.7%
-110.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -19.7% | -1.8% | -17.9% | -18.8% |
| 30D | -26.6% | +23.6% | -50.2% | -35.2% |
| 3M | -1.1% | +12.4% | -13.5% | -8.1% |
| 6M | +74.6% | +21.9% | +52.7% | +51.7% |
| YTD | -6.0% | +36.1% | -42.1% | -27.0% |
| 1Y | -3.2% | +39.5% | -42.7% | -26.4% |
| 3Y | -13.5% | +59.1% | -72.7% | -45.1% |
| 5Y | -65.5% | +44.4% | -109.9% | -76.0% |
| All | -65.5% | +44.7% | -110.1% | -76.0% |
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