+214.8%
MAS vs XLRE
+110.8%
+104.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +3.6% | +2.1% | +1.5% | +2.0% |
| 30D | +23.8% | +7.1% | +16.7% | +17.4% |
| 3M | +14.4% | +1.3% | +13.2% | +13.4% |
| 6M | +19.7% | +2.1% | +17.6% | +17.9% |
| YTD | +36.0% | +13.1% | +22.8% | +23.5% |
| 1Y | +40.4% | +11.9% | +28.4% | +28.7% |
| 3Y | +58.9% | +43.7% | +15.3% | +20.1% |
| 5Y | +44.5% | +9.7% | +34.8% | +33.4% |
| 10Y | +214.8% | +113.0% | +101.7% | +73.5% |
| All | +214.8% | +110.8% | +104.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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