+146.6%
TSCO vs MAS
+140.6%
+6.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +5.5% | -5.6% | +11.0% | +7.7% |
| 3M | +20.0% | +4.4% | +15.5% | +17.2% |
| 6M | -29.8% | +7.2% | -37.0% | -32.5% |
| YTD | -28.7% | +16.1% | -44.8% | -33.9% |
| 1Y | -40.9% | +0.1% | -41.0% | -42.0% |
| 3Y | -15.9% | +28.3% | -44.2% | -26.9% |
| 5Y | -3.5% | +30.5% | -33.9% | -18.2% |
| All | +146.6% | +140.6% | +6.0% | +71.7% |
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