+144.6%
MKSI vs MAS
-4.8%
+149.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.1% |
| 7D | +7.7% | +1.0% | +6.8% | +7.2% |
| 30D | -12.9% | -8.1% | -4.8% | -9.6% |
| 3M | -14.8% | +3.3% | -18.2% | -16.0% |
| 6M | +26.6% | +12.4% | +14.2% | +18.2% |
| YTD | +66.6% | +13.3% | +53.3% | +51.2% |
| 1Y | +144.6% | -4.7% | +149.2% | +165.8% |
| All | +144.6% | -4.8% | +149.3% | +165.8% |
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