-70.3%
QXO vs MAS
+39.9%
-110.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +9.0% | +3.0% | +6.0% | +8.0% |
| 30D | +22.0% | +22.4% | -0.4% | +14.4% |
| 3M | -15.4% | +14.5% | -29.9% | -18.8% |
| 6M | -26.0% | +27.1% | -53.1% | -30.3% |
| YTD | -34.7% | +35.8% | -70.4% | -39.5% |
| 1Y | -28.0% | +39.4% | -67.4% | -33.6% |
| 3Y | -47.0% | +60.3% | -107.3% | -53.1% |
| All | -70.3% | +39.9% | -110.2% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling