+217.0%
MAS vs MKTX
+14.5%
+202.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +23.6% | +0.9% | +22.6% | +23.3% |
| 3M | +12.4% | +2.7% | +9.8% | +11.8% |
| 6M | +21.9% | +15.6% | +6.3% | +16.8% |
| YTD | +36.1% | -7.0% | +43.1% | +37.2% |
| 1Y | +39.5% | -1.2% | +40.7% | +38.2% |
| 3Y | +59.1% | -22.2% | +81.3% | +62.6% |
| 5Y | +44.4% | -53.7% | +98.2% | +65.6% |
| 10Y | +217.0% | +13.0% | +204.0% | +178.5% |
| All | +217.0% | +14.5% | +202.4% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling