+7,716.4%
TPR vs MAS
+791.2%
+6,925.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -1.0% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -23.0% | -5.6% | -17.4% | -20.7% |
| 3M | -12.5% | +4.4% | -16.9% | -15.4% |
| 6M | -21.4% | +7.2% | -28.6% | -25.7% |
| YTD | -3.5% | +16.1% | -19.6% | -13.2% |
| 1Y | +17.4% | +0.1% | +17.3% | +14.1% |
| 3Y | +291.3% | +28.3% | +262.9% | +227.8% |
| 5Y | +241.9% | +30.5% | +211.4% | +183.2% |
| 10Y | +322.7% | +139.1% | +183.5% | +159.4% |
| All | +7,716.4% | +791.2% | +6,925.3% | +1,585.1% |
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