+42.2%
MAS vs MKTX
-0.9%
+43.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +25.5% | +0.7% | +24.8% | +25.5% |
| 3M | +11.8% | +2.4% | +9.3% | +11.9% |
| 6M | +21.3% | +13.5% | +7.9% | +22.6% |
| YTD | +37.7% | -7.2% | +45.0% | +39.8% |
| All | +42.2% | -0.9% | +43.1% | +45.8% |
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