+58.9%
MAS vs MKTX
-23.4%
+82.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +23.8% | +0.8% | +23.0% | +23.8% |
| 3M | +14.4% | +2.6% | +11.9% | +14.3% |
| 6M | +19.7% | +13.6% | +6.2% | +19.8% |
| YTD | +36.0% | -7.1% | +43.1% | +38.1% |
| 1Y | +40.4% | -0.1% | +40.4% | +41.7% |
| 3Y | +58.9% | -22.3% | +81.2% | +59.9% |
| All | +58.9% | -23.4% | +82.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling