-82.3%
TTD vs MAS
+29.0%
-111.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.0% |
| 7D | +6.3% | -0.8% | +7.1% | +6.6% |
| 30D | -23.9% | -5.6% | -18.3% | -22.6% |
| 3M | -31.4% | +4.4% | -35.8% | -33.3% |
| 6M | -42.7% | +7.2% | -49.9% | -45.6% |
| YTD | -62.0% | +16.1% | -78.1% | -65.6% |
| 1Y | -72.2% | +0.1% | -72.3% | -72.9% |
| All | -82.3% | +29.0% | -111.3% | -84.1% |
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