+52,058.0%
TSCO vs MAS
+939.0%
+51,119.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.2% |
| 7D | +8.8% | +4.6% | +4.2% | +7.2% |
| 30D | +13.4% | +19.9% | -6.5% | +7.0% |
| 3M | +10.3% | +8.9% | +1.4% | +7.3% |
| 6M | +13.7% | +20.2% | -6.4% | +6.7% |
| YTD | -25.4% | +33.9% | -59.2% | -32.8% |
| 1Y | -30.5% | +34.7% | -65.1% | -37.6% |
| 3Y | -2.7% | +60.4% | -63.1% | -18.4% |
| 5Y | -8.7% | +43.5% | -52.2% | -21.9% |
| 10Y | +229.4% | +226.7% | +2.7% | +112.7% |
| All | +52,058.0% | +939.0% | +51,119.1% | +10,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling