+8,241.0%
TMO vs MAS
+1,430.5%
+6,810.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | +6.2% | -5.6% | +11.8% | +7.9% |
| 3M | +27.5% | +4.4% | +23.0% | +25.3% |
| 6M | +20.0% | +7.2% | +12.8% | +16.4% |
| YTD | +6.1% | +16.1% | -10.0% | +0.2% |
| 1Y | +25.8% | +0.1% | +25.8% | +23.9% |
| 3Y | +11.2% | +28.3% | -17.1% | +1.3% |
| 5Y | +9.6% | +30.5% | -20.9% | -1.9% |
| 10Y | +317.8% | +139.1% | +178.6% | +209.1% |
| All | +8,241.0% | +1,430.5% | +6,810.5% | +3,593.2% |
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