-72.0%
TTD vs MAS
+40.8%
-112.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.8% | +2.4% |
| 7D | +3.7% | +14.2% | -10.5% | +2.5% |
| 30D | +10.4% | +26.8% | -16.4% | +8.7% |
| 3M | -31.6% | +13.1% | -44.7% | -32.5% |
| 6M | -45.1% | +27.9% | -73.0% | -45.9% |
| YTD | -65.1% | +38.7% | -103.8% | -66.1% |
| 1Y | -72.0% | +40.4% | -112.4% | -73.0% |
| All | -72.0% | +40.8% | -112.8% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling