+384.1%
TPR vs MAS
+219.8%
+164.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.5% | +9.5% |
| 7D | +13.9% | +4.6% | +9.3% | +10.0% |
| 30D | +14.9% | +19.9% | -5.0% | +0.8% |
| 3M | -15.4% | +8.9% | -24.3% | -21.0% |
| 6M | -4.5% | +20.2% | -24.6% | -18.2% |
| YTD | +6.0% | +33.9% | -27.9% | -18.1% |
| 1Y | +24.3% | +34.7% | -10.3% | -4.6% |
| 3Y | +412.8% | +60.4% | +352.4% | +229.4% |
| 5Y | +258.4% | +43.5% | +215.0% | +146.5% |
| All | +384.1% | +219.8% | +164.2% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling