+39.5%
MAS vs XHB
-1.7%
+41.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -4.1% | +2.3% | +2.5% |
| 30D | +23.6% | +9.6% | +13.9% | +12.4% |
| 3M | +12.4% | -6.0% | +18.4% | +19.7% |
| 6M | +21.9% | +2.2% | +19.7% | +20.3% |
| YTD | +36.1% | +1.1% | +35.0% | +37.7% |
| 1Y | +39.5% | -1.7% | +41.2% | +44.4% |
| All | +39.5% | -1.7% | +41.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling