+44.4%
MAS vs MKTX
-54.4%
+98.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.4% |
| 3M | +12.4% | +2.7% | +9.8% | +11.9% |
| 6M | +21.9% | +15.6% | +6.3% | +18.4% |
| YTD | +36.1% | -7.0% | +43.1% | +38.3% |
| 1Y | +39.5% | -1.2% | +40.7% | +39.5% |
| 3Y | +59.1% | -22.2% | +81.3% | +62.8% |
| 5Y | +44.4% | -53.7% | +98.2% | +61.1% |
| All | +44.4% | -54.4% | +98.8% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling