+224.3%
MAS vs XHB
+271.6%
-47.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +1.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.2% |
| 30D | +25.5% | +11.8% | +13.6% | +13.9% |
| 3M | +11.8% | -3.8% | +15.6% | +15.8% |
| 6M | +21.3% | +4.1% | +17.2% | +18.0% |
| YTD | +37.7% | +4.0% | +33.8% | +34.3% |
| 1Y | +41.0% | +1.6% | +39.4% | +40.2% |
| 3Y | +63.0% | +43.2% | +19.8% | +20.5% |
| 5Y | +44.1% | +35.8% | +8.3% | +10.6% |
| 10Y | +224.3% | +259.3% | -35.0% | -1.4% |
| All | +224.3% | +271.6% | -47.3% | -1.4% |
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