+11.7%
TMO vs MAS
+43.0%
-31.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +3.3% | +1.2% | +2.2% | +2.9% |
| 30D | +5.5% | +21.6% | -16.1% | -2.6% |
| 3M | +16.1% | +14.1% | +2.0% | +9.7% |
| 6M | +52.6% | +22.6% | +29.9% | +38.6% |
| YTD | +21.0% | +35.4% | -14.4% | +3.4% |
| 1Y | +19.4% | +37.5% | -18.1% | +1.2% |
| 3Y | +57.5% | +58.3% | -0.8% | +23.1% |
| 5Y | +11.7% | +39.1% | -27.4% | -10.0% |
| All | +11.7% | +43.0% | -31.4% | -10.0% |
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