-34.4%
MKSI vs MAS
+16.0%
-50.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.3% | +9.1% |
| 7D | -4.8% | +2.4% | -7.2% | -5.4% |
| 30D | -29.6% | +19.8% | -49.5% | -34.6% |
| 3M | -33.9% | +9.8% | -43.8% | -35.8% |
| 6M | -34.4% | +15.8% | -50.2% | -38.8% |
| All | -34.4% | +16.0% | -50.4% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling