+203.2%
TSCO vs MAS
+217.4%
-14.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | +0.4% | -1.8% | +2.3% | +1.1% |
| 30D | +9.8% | +23.6% | -13.7% | +1.1% |
| 3M | +4.8% | +12.4% | -7.6% | 0.0% |
| 6M | +23.3% | +21.9% | +1.4% | +13.2% |
| YTD | -25.1% | +36.1% | -61.2% | -34.8% |
| 1Y | -32.7% | +39.5% | -72.2% | -42.1% |
| 3Y | -2.0% | +59.1% | -61.1% | -21.7% |
| 5Y | -7.8% | +44.4% | -52.2% | -25.2% |
| 10Y | +203.2% | +217.0% | -13.8% | +93.0% |
| All | +203.2% | +217.4% | -14.2% | +93.0% |
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