+373.1%
TSM vs MAS
+29.0%
+344.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.2% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | +3.6% | -5.6% | +9.2% | +5.7% |
| 3M | -3.4% | +4.4% | -7.8% | -5.9% |
| 6M | +20.6% | +7.2% | +13.4% | +15.3% |
| YTD | +41.9% | +16.1% | +25.8% | +30.8% |
| 1Y | +84.4% | +0.1% | +84.3% | +80.0% |
| All | +373.1% | +29.0% | +344.0% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling