+299.4%
TPR vs MAS
+29.0%
+270.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | -2.0% |
| 30D | -23.0% | -5.6% | -17.4% | -20.9% |
| 3M | -12.5% | +4.4% | -16.9% | -15.5% |
| 6M | -21.4% | +7.2% | -28.6% | -25.8% |
| YTD | -3.5% | +16.1% | -19.6% | -13.7% |
| 1Y | +17.4% | +0.1% | +17.3% | +14.0% |
| All | +299.4% | +29.0% | +270.4% | +219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling