+222.1%
MAS vs XME
+287.2%
-65.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | -1.3% |
| 7D | +4.6% | -10.5% | +15.1% | +9.1% |
| 30D | +19.9% | -16.5% | +36.3% | +28.1% |
| 3M | +8.9% | -19.2% | +28.1% | +17.5% |
| 6M | +20.2% | -23.8% | +44.0% | +31.8% |
| YTD | +33.9% | -12.6% | +46.4% | +37.8% |
| 1Y | +34.7% | -0.1% | +34.8% | +31.0% |
| 3Y | +60.4% | +79.3% | -18.9% | +19.7% |
| 5Y | +43.5% | +108.2% | -64.7% | -1.9% |
| All | +222.1% | +287.2% | -65.2% | +49.6% |
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