+94.4%
TT vs MAS
+67.0%
+27.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -3.4% |
| 7D | -8.5% | +14.2% | -22.6% | -12.4% |
| 30D | -12.8% | +26.8% | -39.6% | -19.6% |
| 3M | -12.9% | +13.1% | -26.0% | -16.6% |
| 6M | -15.2% | +27.9% | -43.2% | -22.5% |
| YTD | +6.2% | +38.7% | -32.4% | -6.7% |
| 1Y | -4.5% | +40.4% | -44.9% | -16.6% |
| All | +94.4% | +67.0% | +27.4% | +57.2% |
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