+464.6%
TTD vs MAS
+213.7%
+250.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +2.2% |
| 7D | +5.2% | +2.0% | +3.2% | +3.8% |
| 30D | +6.9% | +19.4% | -12.4% | -4.7% |
| 3M | -26.8% | +9.4% | -36.2% | -31.7% |
| 6M | -46.1% | +15.3% | -61.5% | -52.4% |
| YTD | -65.9% | +31.3% | -97.3% | -73.5% |
| 1Y | -71.8% | +34.9% | -106.7% | -78.6% |
| 3Y | -83.3% | +58.6% | -141.9% | -89.4% |
| 5Y | -81.1% | +40.7% | -121.8% | -86.8% |
| All | +464.6% | +213.7% | +250.9% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling