+34.9%
MKSI vs MAS
+39.0%
-4.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +4.0% | +3.6% | +0.5% | +2.9% |
| 30D | -19.3% | +23.8% | -43.1% | -25.7% |
| 3M | -26.9% | +14.4% | -41.3% | -30.6% |
| 6M | -31.7% | +19.7% | -51.5% | -36.4% |
| YTD | +33.9% | +36.0% | -2.0% | +14.0% |
| 1Y | +34.9% | +40.4% | -5.4% | +13.6% |
| All | +34.9% | +39.0% | -4.1% | +13.6% |
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