+212.3%
MAS vs XYL
+100.4%
+111.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | +3.0% | -3.7% | +6.7% | +5.3% |
| 30D | +22.4% | -8.3% | +30.7% | +27.5% |
| 3M | +14.5% | -21.4% | +35.9% | +30.3% |
| 6M | +27.1% | -12.9% | +40.1% | +36.3% |
| YTD | +35.8% | -30.1% | +65.8% | +64.2% |
| 1Y | +39.4% | -35.2% | +74.6% | +76.4% |
| 3Y | +60.3% | -0.8% | +61.0% | +56.4% |
| 5Y | +39.4% | -23.2% | +62.7% | +54.2% |
| All | +212.3% | +100.4% | +111.9% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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