-15.0%
TSCO vs MAS
+29.0%
-44.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +5.5% | -5.6% | +11.0% | +7.4% |
| 3M | +20.0% | +4.4% | +15.5% | +17.5% |
| 6M | -29.8% | +7.2% | -37.0% | -32.3% |
| YTD | -28.7% | +16.1% | -44.8% | -33.5% |
| 1Y | -40.9% | +0.1% | -41.0% | -41.9% |
| All | -15.0% | +29.0% | -44.0% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling