+267.4%
MAS vs MKTX
+1,446.2%
-1,178.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -5.6% | +1.1% | -6.6% | -5.8% |
| 3M | +4.4% | +36.1% | -31.7% | -5.6% |
| 6M | +7.2% | -12.9% | +20.1% | +9.2% |
| YTD | +16.1% | -8.5% | +24.6% | +16.5% |
| 1Y | +0.1% | -7.5% | +7.6% | -0.2% |
| 3Y | +28.3% | -28.3% | +56.6% | +32.9% |
| 5Y | +30.5% | -63.3% | +93.8% | +60.1% |
| 10Y | +139.1% | +4.5% | +134.6% | +105.2% |
| All | +267.4% | +1,446.2% | -1,178.8% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling