+15,818.7%
TT vs MAS
+1,430.5%
+14,388.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | -0.2% | -0.8% | +0.5% | +0.1% |
| 30D | -7.4% | -5.6% | -1.8% | -5.0% |
| 3M | -3.2% | +4.4% | -7.6% | -5.7% |
| 6M | +1.1% | +7.2% | -6.1% | -3.3% |
| YTD | +15.6% | +16.1% | -0.5% | +6.0% |
| 1Y | +9.2% | +0.1% | +9.1% | +6.6% |
| 3Y | +124.4% | +28.3% | +96.1% | +90.8% |
| 5Y | +138.0% | +30.5% | +107.5% | +98.3% |
| 10Y | +886.4% | +139.1% | +747.2% | +511.1% |
| All | +15,818.7% | +1,430.5% | +14,388.2% | +3,310.3% |
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 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