+329.6%
MAS vs XHB
+173.9%
+155.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.9% |
| 7D | -0.8% | -1.3% | +0.5% | +0.4% |
| 30D | -5.6% | -6.9% | +1.3% | +0.7% |
| 3M | +4.4% | -1.3% | +5.7% | +6.2% |
| 6M | +7.2% | -6.8% | +14.0% | +14.7% |
| YTD | +16.1% | +0.7% | +15.4% | +16.1% |
| 1Y | +0.1% | -11.2% | +11.3% | +11.9% |
| 3Y | +28.3% | +25.3% | +3.0% | +4.9% |
| 5Y | +30.5% | +37.3% | -6.9% | -2.0% |
| 10Y | +139.1% | +211.5% | -72.4% | -17.1% |
| All | +329.6% | +173.9% | +155.7% | +15.6% |
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