+212.3%
MAS vs XHB
+237.3%
-25.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | +3.0% | -0.2% | +3.2% | +3.2% |
| 30D | +22.4% | +9.9% | +12.5% | +12.8% |
| 3M | +14.5% | -6.3% | +20.8% | +21.3% |
| 6M | +27.1% | +3.8% | +23.3% | +23.9% |
| YTD | +35.8% | +0.1% | +35.6% | +36.7% |
| 1Y | +39.4% | -0.8% | +40.2% | +41.5% |
| 3Y | +60.3% | +35.6% | +24.7% | +24.2% |
| 5Y | +39.4% | +29.6% | +9.9% | +11.4% |
| All | +212.3% | +237.3% | -25.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling