-14.0%
QXO vs MAS
+842.5%
-856.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +4.7% | +2.0% | +2.8% | +4.3% |
| 30D | +2.2% | +19.4% | -17.2% | -2.3% |
| 3M | -23.8% | +9.4% | -33.3% | -25.3% |
| 6M | -41.4% | +15.3% | -56.8% | -43.0% |
| YTD | -40.1% | +31.3% | -71.4% | -43.6% |
| 1Y | -28.4% | +34.9% | -63.2% | -32.9% |
| 3Y | -49.6% | +58.6% | -108.2% | -55.5% |
| 5Y | -70.0% | +40.7% | -110.7% | -73.3% |
| 10Y | +0.5% | +220.4% | -219.9% | -31.5% |
| All | -14.0% | +842.5% | -856.5% | -64.9% |
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 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