+189.2%
MKSI vs MAS
+58.1%
+131.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.7% | +10.0% |
| 7D | -4.8% | +2.0% | -6.8% | -6.6% |
| 30D | -29.6% | +19.4% | -49.0% | -39.0% |
| 3M | -33.9% | +9.4% | -43.4% | -39.2% |
| 6M | -34.4% | +15.3% | -49.8% | -42.8% |
| YTD | +20.6% | +31.3% | -10.7% | -9.3% |
| 1Y | +24.4% | +34.9% | -10.5% | -9.3% |
| 3Y | +189.2% | +58.6% | +130.6% | +65.4% |
| All | +189.2% | +58.1% | +131.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling