+2,161.7%
MKSI vs MAS
+440.3%
+1,721.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.4% |
| 7D | +1.8% | -0.8% | +2.5% | +2.2% |
| 30D | -16.8% | -5.6% | -11.2% | -14.4% |
| 3M | -21.1% | +4.4% | -25.5% | -23.1% |
| 6M | +10.8% | +7.2% | +3.6% | +6.3% |
| YTD | +63.3% | +16.1% | +47.2% | +49.3% |
| 1Y | +157.0% | +0.1% | +156.9% | +152.3% |
| 3Y | +163.7% | +28.3% | +135.4% | +133.5% |
| 5Y | +82.0% | +30.5% | +51.5% | +61.6% |
| 10Y | +467.2% | +139.1% | +328.1% | +286.7% |
| All | +2,161.7% | +440.3% | +1,721.4% | +712.6% |
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