+42.7%
MKSI vs MAS
+40.8%
+1.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.6% | -10.6% | -6.5% |
| 7D | -10.7% | +14.2% | -24.8% | -14.4% |
| 30D | -30.5% | +26.8% | -57.3% | -36.2% |
| 3M | -39.2% | +13.1% | -52.3% | -41.5% |
| 6M | -33.0% | +27.9% | -60.9% | -38.5% |
| YTD | +22.3% | +38.7% | -16.3% | +6.9% |
| 1Y | +42.7% | +40.4% | +2.3% | +25.1% |
| All | +42.7% | +40.8% | +1.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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