+4.7%
QXO vs MAS
+215.9%
-211.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | +4.7% | +2.4% | +2.4% | +4.3% |
| 30D | +2.2% | +19.8% | -17.6% | -1.9% |
| 3M | -23.8% | +9.8% | -33.7% | -25.3% |
| 6M | -41.4% | +15.8% | -57.2% | -42.9% |
| YTD | -40.1% | +31.8% | -71.9% | -43.0% |
| 1Y | -28.4% | +35.4% | -63.8% | -32.1% |
| 3Y | -49.6% | +59.2% | -108.8% | -53.9% |
| 5Y | -70.0% | +41.2% | -111.2% | -72.4% |
| All | +4.7% | +215.9% | -211.2% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling