+49,750.0%
TSCO vs MAS
+801.0%
+48,949.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +5.5% | -5.6% | +11.0% | +7.3% |
| 3M | +20.0% | +4.4% | +15.5% | +17.7% |
| 6M | -29.8% | +7.2% | -37.0% | -32.0% |
| YTD | -28.7% | +16.1% | -44.8% | -32.8% |
| 1Y | -40.9% | +0.1% | -41.0% | -41.8% |
| 3Y | -15.9% | +28.3% | -44.2% | -24.6% |
| 5Y | -3.5% | +30.5% | -33.9% | -14.9% |
| 10Y | +142.2% | +139.1% | +3.1% | +71.7% |
| All | +49,750.0% | +801.0% | +48,949.0% | +10,203.3% |
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