+343.7%
MKSI vs MAS
+214.3%
+129.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +25.3% | +1.2% | +24.1% | +24.3% |
| 30D | -10.5% | +21.6% | -32.1% | -24.1% |
| 3M | -27.7% | +14.1% | -41.9% | -36.0% |
| 6M | -28.8% | +22.6% | -51.4% | -41.1% |
| YTD | +39.0% | +35.4% | +3.5% | +3.2% |
| 1Y | +45.2% | +37.5% | +7.7% | +6.3% |
| 3Y | +218.8% | +58.3% | +160.5% | +110.3% |
| 5Y | +38.1% | +39.1% | -1.0% | -0.3% |
| All | +343.7% | +214.3% | +129.4% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling