+387.3%
TPR vs MAS
+67.0%
+320.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +0.7% |
| 7D | +12.6% | +14.2% | -1.5% | +5.5% |
| 30D | +7.1% | +26.8% | -19.7% | -4.8% |
| 3M | -19.4% | +13.1% | -32.5% | -24.4% |
| 6M | -9.7% | +27.9% | -37.7% | -21.5% |
| YTD | -1.0% | +38.7% | -39.7% | -19.3% |
| 1Y | +19.3% | +40.4% | -21.1% | -3.5% |
| All | +387.3% | +67.0% | +320.4% | +226.3% |
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