+13,634.3%
TSM vs MAS
+572.1%
+13,062.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | -3.4% | +4.4% | -7.8% | -5.6% |
| 6M | +20.6% | +7.2% | +13.4% | +16.5% |
| YTD | +41.9% | +16.1% | +25.8% | +32.5% |
| 1Y | +84.4% | +0.1% | +84.3% | +81.1% |
| 3Y | +380.2% | +28.3% | +351.9% | +324.0% |
| 5Y | +275.3% | +30.5% | +244.9% | +225.3% |
| 10Y | +1,751.4% | +139.1% | +1,612.3% | +1,160.8% |
| All | +13,634.3% | +572.1% | +13,062.3% | +2,804.8% |
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 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