+214.8%
MAS vs MKTX
+11.8%
+203.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.6% | -0.4% | +3.9% | +3.7% |
| 30D | +23.8% | +0.3% | +23.5% | +23.7% |
| 3M | +14.4% | +2.1% | +12.3% | +13.9% |
| 6M | +19.7% | +13.1% | +6.7% | +15.4% |
| YTD | +36.0% | -7.6% | +43.5% | +37.2% |
| 1Y | +40.4% | -0.5% | +40.9% | +38.8% |
| 3Y | +58.9% | -22.7% | +81.6% | +62.6% |
| 5Y | +44.5% | -54.7% | +99.3% | +66.7% |
| 10Y | +214.8% | +13.7% | +201.0% | +175.3% |
| All | +214.8% | +11.8% | +203.0% | +175.3% |
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