+12,606.5%
TSM vs MAS
+702.6%
+11,903.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -4.3% |
| 7D | -10.0% | +14.2% | -24.1% | -14.5% |
| 30D | -18.5% | +26.8% | -45.4% | -25.7% |
| 3M | -4.9% | +13.1% | -18.0% | -9.8% |
| 6M | -1.0% | +27.9% | -28.9% | -10.8% |
| YTD | +31.3% | +38.7% | -7.4% | +14.1% |
| 1Y | +36.0% | +40.4% | -4.4% | +17.5% |
| 3Y | +348.7% | +66.1% | +282.6% | +259.0% |
| 5Y | +264.0% | +47.4% | +216.5% | +199.8% |
| 10Y | +1,550.5% | +238.3% | +1,312.2% | +890.6% |
| All | +12,606.5% | +702.6% | +11,903.9% | +2,401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling