+1,570.5%
MKSI vs MAS
+513.4%
+1,057.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.3% | +9.5% |
| 7D | -4.8% | +2.4% | -7.2% | -6.2% |
| 30D | -29.6% | +19.8% | -49.5% | -36.3% |
| 3M | -33.9% | +9.8% | -43.8% | -37.8% |
| 6M | -34.4% | +15.8% | -50.2% | -40.1% |
| YTD | +20.6% | +31.8% | -11.2% | +2.3% |
| 1Y | +24.4% | +35.4% | -11.0% | +3.9% |
| 3Y | +189.2% | +59.2% | +130.0% | +128.2% |
| 5Y | +24.5% | +41.2% | -16.7% | +5.0% |
| 10Y | +327.6% | +221.6% | +105.9% | +153.2% |
| All | +1,570.5% | +513.4% | +1,057.2% | +456.6% |
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