+413.0%
MAS vs XHB
+186.8%
+226.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.4% | +0.2% | +0.8% |
| 7D | +14.2% | +9.7% | +4.4% | +5.1% |
| 30D | +26.8% | +11.7% | +15.2% | +15.0% |
| 3M | +13.1% | -1.4% | +14.5% | +14.7% |
| 6M | +27.9% | +6.8% | +21.1% | +21.4% |
| YTD | +38.7% | +5.5% | +33.2% | +33.2% |
| 1Y | +40.4% | +5.1% | +35.2% | +35.1% |
| 3Y | +66.1% | +42.4% | +23.7% | +21.3% |
| 5Y | +47.4% | +41.6% | +5.8% | +8.0% |
| 10Y | +238.3% | +275.1% | -36.8% | -1.0% |
| All | +413.0% | +186.8% | +226.2% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling