-0.7%
QXO vs MAS
+733.3%
-734.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -16.0% | -5.6% | -10.5% | -14.6% |
| 3M | -17.7% | +4.4% | -22.2% | -18.1% |
| 6M | -42.6% | +7.2% | -49.8% | -43.2% |
| YTD | -30.8% | +16.1% | -46.9% | -32.8% |
| 1Y | -35.3% | +0.1% | -35.4% | -35.2% |
| 3Y | -46.3% | +28.3% | -74.6% | -50.3% |
| 5Y | -69.2% | +30.5% | -99.6% | -72.1% |
| 10Y | +62.1% | +139.1% | -77.0% | +19.8% |
| All | -0.7% | +733.3% | -734.0% | -58.2% |
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