+210.3%
MAS vs XLRE
+109.3%
+101.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.0% |
| 7D | +2.4% | +1.9% | +0.4% | +0.9% |
| 30D | +19.8% | +8.5% | +11.4% | +12.5% |
| 3M | +9.8% | -1.0% | +10.8% | +10.9% |
| 6M | +15.8% | 0.0% | +15.7% | +15.9% |
| YTD | +31.8% | +11.7% | +20.1% | +21.0% |
| 1Y | +35.4% | +11.8% | +23.5% | +24.1% |
| 3Y | +59.2% | +40.8% | +18.4% | +22.3% |
| 5Y | +41.2% | +8.2% | +33.1% | +31.9% |
| All | +210.3% | +109.3% | +101.1% | +78.4% |
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