-21.7%
TLT vs MAS
+137.9%
-159.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.2% |
| 7D | -0.4% | -0.8% | +0.3% | -0.4% |
| 30D | -0.6% | -5.6% | +5.0% | -0.5% |
| 3M | -2.7% | +4.4% | -7.2% | -2.7% |
| 6M | -5.6% | +7.2% | -12.8% | -5.6% |
| YTD | -2.8% | +16.1% | -18.9% | -2.7% |
| 1Y | -1.4% | +0.1% | -1.5% | -1.5% |
| 3Y | -1.6% | +28.3% | -29.9% | -0.9% |
| 5Y | -33.8% | +30.5% | -64.3% | -33.6% |
| All | -21.7% | +137.9% | -159.6% | -11.5% |
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 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