+9,348.7%
TMO vs MAS
+1,630.9%
+7,717.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.6% | +3.2% |
| 7D | -0.3% | +2.0% | -2.3% | -1.0% |
| 30D | +4.9% | +19.4% | -14.4% | -0.5% |
| 3M | +19.9% | +9.4% | +10.5% | +16.3% |
| 6M | +47.2% | +15.3% | +31.8% | +40.0% |
| YTD | +20.2% | +31.3% | -11.1% | +9.2% |
| 1Y | +23.2% | +34.9% | -11.7% | +10.9% |
| 3Y | +54.2% | +58.6% | -4.4% | +31.8% |
| 5Y | +14.3% | +40.7% | -26.4% | -0.3% |
| 10Y | +387.6% | +220.4% | +167.2% | +232.3% |
| All | +9,348.7% | +1,630.9% | +7,717.8% | +3,922.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling