+31.2%
TSM vs MAS
+32.0%
-0.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.8% |
| 7D | -7.6% | +2.0% | -9.5% | -7.9% |
| 30D | -20.5% | +19.4% | -39.9% | -24.3% |
| 3M | -10.0% | +9.4% | -19.4% | -12.1% |
| 6M | -10.1% | +15.3% | -25.4% | -14.6% |
| YTD | +24.5% | +31.3% | -6.8% | +12.1% |
| 1Y | +31.2% | +34.9% | -3.7% | +17.8% |
| All | +31.2% | +32.0% | -0.8% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling