+222.1%
MAS vs XHB
+258.0%
-35.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -0.5% |
| 7D | +4.6% | +2.5% | +2.0% | +2.3% |
| 30D | +19.9% | +6.7% | +13.2% | +13.4% |
| 3M | +8.9% | -5.8% | +14.7% | +14.9% |
| 6M | +20.2% | +1.7% | +18.4% | +19.1% |
| YTD | +33.9% | +1.9% | +32.0% | +32.8% |
| 1Y | +34.7% | +0.9% | +33.8% | +34.6% |
| 3Y | +60.4% | +37.6% | +22.8% | +22.7% |
| 5Y | +43.5% | +35.7% | +7.7% | +10.3% |
| All | +222.1% | +258.0% | -35.9% | -1.7% |
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