+14.0%
MAS vs XE
-70.1%
+84.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.4% | +7.0% | -3.3% |
| 7D | +4.6% | -23.1% | +27.6% | +4.9% |
| 30D | +19.9% | -41.7% | +61.6% | +21.1% |
| 3M | +8.9% | -52.8% | +61.7% | +10.7% |
| 6M | +20.2% | -68.4% | +88.5% | +24.1% |
| All | +14.0% | -70.1% | +84.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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