+9.4%
TMO vs MAS
+32.0%
-22.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.5% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | +6.2% | -5.6% | +11.8% | +8.5% |
| 3M | +27.5% | +4.4% | +23.0% | +24.1% |
| 6M | +20.0% | +7.2% | +12.8% | +14.5% |
| YTD | +6.1% | +16.1% | -10.0% | -3.0% |
| 1Y | +25.8% | +0.1% | +25.8% | +22.7% |
| 3Y | +11.2% | +28.3% | -17.1% | -4.5% |
| All | +9.4% | +32.0% | -22.7% | -9.5% |
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