+130.4%
TLT vs MAS
+567.0%
-436.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | 0.0% |
| 7D | +0.5% | +4.6% | -4.0% | +0.8% |
| 30D | +6.0% | +19.9% | -13.9% | +7.3% |
| 3M | -0.9% | +8.9% | -9.8% | -0.3% |
| 6M | -2.6% | +20.2% | -22.8% | -1.3% |
| YTD | -3.1% | +33.9% | -37.0% | -0.9% |
| 1Y | -4.4% | +34.7% | -39.0% | -2.1% |
| 3Y | +5.5% | +60.4% | -54.9% | +10.0% |
| 5Y | -34.7% | +43.5% | -78.2% | -32.3% |
| 10Y | -17.6% | +226.7% | -244.3% | -5.1% |
| All | +130.4% | +567.0% | -436.6% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling