+449.9%
TTMI vs MAS
+230.1%
+219.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.5% | +8.8% | +11.0% |
| 7D | -1.6% | +3.3% | -4.9% | -3.3% |
| 30D | -37.7% | +25.5% | -63.2% | -45.8% |
| 3M | -45.1% | +11.8% | -56.9% | -49.2% |
| 6M | -52.1% | +21.3% | -73.4% | -58.3% |
| YTD | +9.2% | +37.7% | -28.6% | -12.4% |
| 1Y | +12.9% | +41.0% | -28.1% | -10.8% |
| 3Y | +445.5% | +63.0% | +382.5% | +286.4% |
| 5Y | +427.9% | +44.1% | +383.8% | +292.1% |
| 10Y | +449.9% | +224.3% | +225.6% | +155.5% |
| All | +449.9% | +230.1% | +219.7% | +155.5% |
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