-33.9%
TLT vs MAS
+48.4%
-82.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.1% |
| 7D | +1.0% | +14.2% | -13.2% | -0.8% |
| 30D | +6.0% | +26.8% | -20.8% | +2.7% |
| 3M | -0.9% | +13.1% | -14.0% | -2.6% |
| 6M | -2.3% | +27.9% | -30.2% | -5.7% |
| YTD | -3.3% | +38.7% | -42.0% | -7.9% |
| 1Y | -5.6% | +40.4% | -46.0% | -10.3% |
| 3Y | +5.2% | +66.1% | -60.9% | -2.7% |
| 5Y | -33.9% | +47.4% | -81.3% | -39.5% |
| All | -33.9% | +48.4% | -82.3% | -39.5% |
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 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