+62.8%
TMO vs MAS
+60.2%
+2.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.6% | -1.8% | +3.5% | +2.3% |
| 30D | +8.4% | +23.6% | -15.2% | +0.3% |
| 3M | +18.7% | +12.4% | +6.3% | +13.5% |
| 6M | +58.9% | +21.9% | +37.0% | +45.8% |
| YTD | +24.2% | +36.1% | -11.9% | +6.5% |
| 1Y | +22.8% | +39.5% | -16.7% | +3.9% |
| All | +62.8% | +60.2% | +2.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling