-1.0%
TSM vs MAS
+24.1%
-25.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -2.8% |
| 7D | -10.0% | +14.2% | -24.1% | -11.4% |
| 30D | -18.5% | +26.8% | -45.4% | -21.8% |
| 3M | -4.9% | +13.1% | -18.0% | -6.1% |
| 6M | -1.0% | +27.9% | -28.9% | -8.5% |
| All | -1.0% | +24.1% | -25.1% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling