-5.3%
TSCO vs MAS
+42.7%
-48.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +6.8% | +3.6% | +3.3% | +5.2% |
| 30D | +11.3% | +23.8% | -12.5% | +2.1% |
| 3M | +9.1% | +14.4% | -5.4% | +3.2% |
| 6M | +24.2% | +19.7% | +4.4% | +14.5% |
| YTD | -23.5% | +36.0% | -59.5% | -33.8% |
| 1Y | -30.8% | +40.4% | -71.1% | -40.9% |
| 3Y | +0.1% | +58.9% | -58.9% | -21.6% |
| 5Y | -5.3% | +44.5% | -49.9% | -19.9% |
| All | -5.3% | +42.7% | -48.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling