+0.1%
MAS vs MKTX
-8.5%
+8.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.7% |
| 30D | -5.6% | +1.1% | -6.6% | -5.5% |
| 3M | +4.4% | +36.1% | -31.7% | +6.0% |
| 6M | +7.2% | -12.9% | +20.1% | +9.8% |
| YTD | +16.1% | -8.5% | +24.6% | +18.4% |
| 1Y | +0.1% | -7.5% | +7.6% | +3.7% |
| All | +0.1% | -8.5% | +8.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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