+212.3%
MAS vs XME
+260.6%
-48.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +22.4% | -6.1% | +28.5% | +25.0% |
| 3M | +14.5% | -18.6% | +33.1% | +23.3% |
| 6M | +27.1% | -23.9% | +51.0% | +39.6% |
| YTD | +35.8% | -9.3% | +45.1% | +37.7% |
| 1Y | +39.4% | +1.8% | +37.6% | +34.7% |
| 3Y | +60.3% | +93.0% | -32.7% | +16.0% |
| 5Y | +39.4% | +107.0% | -67.6% | -4.5% |
| All | +212.3% | +260.6% | -48.2% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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