+1,320.5%
TSM vs MAS
+219.8%
+1,100.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.4% | -7.3% | -9.3% |
| 7D | -18.2% | +4.6% | -22.8% | -19.9% |
| 30D | -26.8% | +19.9% | -46.7% | -32.8% |
| 3M | -14.5% | +8.9% | -23.4% | -18.3% |
| 6M | -10.0% | +20.2% | -30.2% | -18.5% |
| YTD | +17.1% | +33.9% | -16.8% | -0.2% |
| 1Y | +21.5% | +34.7% | -13.1% | +3.0% |
| 3Y | +300.4% | +60.4% | +240.0% | +203.4% |
| 5Y | +224.7% | +43.5% | +181.3% | +153.7% |
| All | +1,320.5% | +219.8% | +1,100.7% | +724.3% |
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 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