-5.8%
TLT vs MAS
+39.0%
-44.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.8% |
| 30D | +3.7% | +23.8% | -20.1% | +0.7% |
| 3M | -0.7% | +14.4% | -15.1% | -2.6% |
| 6M | -4.2% | +19.7% | -23.9% | -6.8% |
| YTD | -4.0% | +36.0% | -39.9% | -7.7% |
| 1Y | -5.8% | +40.4% | -46.2% | -9.8% |
| All | -5.8% | +39.0% | -44.8% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling