+1,598.5%
TSM vs MAS
+219.2%
+1,379.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.6% |
| 7D | -2.1% | +3.6% | -5.6% | -3.6% |
| 30D | -12.5% | +23.8% | -36.4% | -20.9% |
| 3M | -5.0% | +14.4% | -19.4% | -11.3% |
| 6M | -3.2% | +19.7% | -23.0% | -12.3% |
| YTD | +31.5% | +36.0% | -4.5% | +11.2% |
| 1Y | +35.7% | +40.4% | -4.7% | +12.8% |
| 3Y | +323.5% | +58.9% | +264.6% | +222.0% |
| 5Y | +263.4% | +44.5% | +218.8% | +182.6% |
| 10Y | +1,598.5% | +214.8% | +1,383.8% | +856.5% |
| All | +1,598.5% | +219.2% | +1,379.3% | +856.5% |
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