-50.3%
TEAM vs MAS
+32.0%
-82.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.6% |
| 7D | -0.4% | -0.8% | +0.3% | -0.1% |
| 30D | +67.3% | -5.6% | +72.9% | +73.0% |
| 3M | +86.8% | +4.4% | +82.3% | +79.2% |
| 6M | +146.8% | +7.2% | +139.6% | +127.3% |
| YTD | +16.9% | +16.1% | +0.8% | +0.4% |
| 1Y | +12.8% | +0.1% | +12.7% | +7.3% |
| 3Y | -7.3% | +28.3% | -35.6% | -31.2% |
| All | -50.3% | +32.0% | -82.4% | -62.2% |
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