+370.8%
TMO vs MAS
+213.7%
+157.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.6% | +3.4% |
| 7D | -0.3% | +2.0% | -2.3% | -1.2% |
| 30D | +4.9% | +19.4% | -14.4% | -2.5% |
| 3M | +19.9% | +9.4% | +10.5% | +15.0% |
| 6M | +47.2% | +15.3% | +31.8% | +37.1% |
| YTD | +20.2% | +31.3% | -11.1% | +4.6% |
| 1Y | +23.2% | +34.9% | -11.7% | +5.8% |
| 3Y | +54.2% | +58.6% | -4.4% | +22.2% |
| 5Y | +14.3% | +40.7% | -26.4% | -7.3% |
| All | +370.8% | +213.7% | +157.1% | +188.1% |
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 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