-67.0%
QXO vs MAS
+32.7%
-99.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | -18.0% | -8.1% | -9.9% | -15.7% |
| 3M | -14.7% | +3.3% | -18.0% | -14.6% |
| 6M | -39.2% | +12.4% | -51.7% | -40.3% |
| YTD | -31.3% | +13.3% | -44.6% | -32.8% |
| 1Y | -39.7% | -4.7% | -35.0% | -39.3% |
| 3Y | -41.5% | +33.0% | -74.5% | -45.2% |
| 5Y | -67.0% | +33.9% | -100.9% | -68.5% |
| All | -67.0% | +32.7% | -99.7% | -68.5% |
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