+215.9%
MAS vs MKTX
+18.4%
+197.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +19.4% | +0.9% | +18.5% | +19.2% |
| 3M | +9.4% | +2.3% | +7.1% | +8.9% |
| 6M | +15.3% | +12.4% | +2.9% | +11.3% |
| YTD | +31.3% | -7.3% | +38.6% | +32.4% |
| 1Y | +34.9% | +1.8% | +33.0% | +32.5% |
| 3Y | +58.6% | -21.2% | +79.8% | +61.4% |
| 5Y | +40.7% | -54.6% | +95.3% | +62.1% |
| All | +215.9% | +18.4% | +197.5% | +168.6% |
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