+25.7%
MKSI vs MAS
+39.2%
-13.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.7% | +10.2% |
| 7D | -4.8% | +2.0% | -6.8% | -6.8% |
| 30D | -29.6% | +19.4% | -49.0% | -40.0% |
| 3M | -33.9% | +9.4% | -43.4% | -39.9% |
| 6M | -34.4% | +15.3% | -49.8% | -43.7% |
| YTD | +20.6% | +31.3% | -10.7% | -10.6% |
| 1Y | +24.4% | +34.9% | -10.5% | -10.4% |
| 3Y | +189.2% | +58.6% | +130.6% | +79.3% |
| All | +25.7% | +39.2% | -13.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling