+25.8%
TMO vs MAS
+1.6%
+24.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +6.2% | -5.6% | +11.8% | +7.4% |
| 3M | +27.5% | +4.4% | +23.0% | +25.5% |
| 6M | +20.0% | +7.2% | +12.8% | +16.4% |
| YTD | +6.1% | +16.1% | -10.0% | -0.2% |
| 1Y | +25.8% | +0.1% | +25.8% | +27.6% |
| All | +25.8% | +1.6% | +24.3% | +27.6% |
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