+14,488.7%
TT vs MAS
+1,727.7%
+12,761.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -4.2% |
| 7D | -8.5% | +14.2% | -22.6% | -14.1% |
| 30D | -12.8% | +26.8% | -39.6% | -22.3% |
| 3M | -12.9% | +13.1% | -26.0% | -18.4% |
| 6M | -15.2% | +27.9% | -43.2% | -25.4% |
| YTD | +6.2% | +38.7% | -32.4% | -11.0% |
| 1Y | -4.5% | +40.4% | -44.9% | -20.5% |
| 3Y | +93.6% | +66.1% | +27.5% | +45.2% |
| 5Y | +141.1% | +47.4% | +93.7% | +88.7% |
| 10Y | +796.8% | +238.3% | +558.4% | +372.8% |
| All | +14,488.7% | +1,727.7% | +12,761.0% | +2,759.3% |
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