+225.5%
TSCO vs MAS
+214.9%
+10.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +7.1% | +2.4% | +4.8% | +6.1% |
| 30D | +11.8% | +19.8% | -8.1% | +4.2% |
| 3M | +7.4% | +9.8% | -2.5% | +3.4% |
| 6M | +13.4% | +15.8% | -2.3% | +6.3% |
| YTD | -25.9% | +31.8% | -57.7% | -34.7% |
| 1Y | -29.9% | +35.4% | -65.3% | -38.9% |
| 3Y | -3.4% | +59.2% | -62.6% | -22.8% |
| 5Y | -9.4% | +41.2% | -50.6% | -25.8% |
| All | +225.5% | +214.9% | +10.6% | +108.4% |
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