+1,754.7%
MKSI vs MAS
+532.6%
+1,222.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +4.0% | +3.6% | +0.5% | +2.2% |
| 30D | -19.3% | +23.8% | -43.1% | -28.0% |
| 3M | -26.9% | +14.4% | -41.3% | -32.5% |
| 6M | -31.7% | +19.7% | -51.5% | -38.5% |
| YTD | +33.9% | +36.0% | -2.0% | +12.0% |
| 1Y | +34.9% | +40.4% | -5.4% | +10.9% |
| 3Y | +207.2% | +58.9% | +148.3% | +142.7% |
| 5Y | +41.1% | +44.5% | -3.4% | +17.7% |
| 10Y | +361.0% | +214.8% | +146.2% | +175.0% |
| All | +1,754.7% | +532.6% | +1,222.1% | +509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling