+44.7%
QXO vs MAS
+135.2%
-90.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | -18.0% | -8.1% | -9.9% | -16.4% |
| 3M | -14.7% | +3.3% | -18.0% | -14.7% |
| 6M | -39.2% | +12.4% | -51.7% | -40.1% |
| YTD | -31.3% | +13.3% | -44.6% | -32.4% |
| 1Y | -39.7% | -4.7% | -35.0% | -39.2% |
| 3Y | -41.5% | +33.0% | -74.5% | -44.5% |
| 5Y | -67.0% | +33.9% | -100.9% | -69.0% |
| 10Y | +44.7% | +135.4% | -90.6% | +30.8% |
| All | +44.7% | +135.2% | -90.5% | +30.8% |
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 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