+911.5%
TT vs MAS
+137.9%
+773.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -7.2% | -5.6% | -1.6% | -4.5% |
| 3M | -3.0% | +4.4% | -7.4% | -5.9% |
| 6M | +1.4% | +7.2% | -5.9% | -3.9% |
| YTD | +15.9% | +16.1% | -0.2% | +4.3% |
| 1Y | +9.4% | +0.1% | +9.3% | +6.3% |
| 3Y | +124.4% | +28.3% | +96.1% | +82.1% |
| 5Y | +138.0% | +30.5% | +107.5% | +87.0% |
| All | +911.5% | +137.9% | +773.5% | +456.3% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling