+7,919.3%
TPR vs MAS
+964.2%
+6,955.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +0.5% |
| 7D | +12.6% | +14.2% | -1.5% | +5.0% |
| 30D | +7.1% | +26.8% | -19.7% | -5.7% |
| 3M | -19.4% | +13.1% | -32.5% | -24.8% |
| 6M | -9.7% | +27.9% | -37.7% | -22.0% |
| YTD | -1.0% | +38.7% | -39.7% | -19.1% |
| 1Y | +19.3% | +40.4% | -21.1% | -3.2% |
| 3Y | +379.0% | +66.1% | +312.9% | +250.1% |
| 5Y | +239.1% | +47.4% | +191.7% | +163.2% |
| 10Y | +364.0% | +238.3% | +125.7% | +139.8% |
| All | +7,919.3% | +964.2% | +6,955.1% | +1,469.8% |
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