+1,729.4%
TSM vs MAS
+137.9%
+1,591.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.1% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | +3.6% | -5.6% | +9.2% | +6.1% |
| 3M | -3.4% | +4.4% | -7.8% | -6.2% |
| 6M | +20.6% | +7.2% | +13.4% | +15.1% |
| YTD | +41.9% | +16.1% | +25.8% | +29.8% |
| 1Y | +84.4% | +0.1% | +84.3% | +79.8% |
| 3Y | +380.2% | +28.3% | +351.9% | +305.7% |
| 5Y | +275.3% | +30.5% | +244.9% | +208.0% |
| All | +1,729.4% | +137.9% | +1,591.5% | +1,067.6% |
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