+34.9%
MAS vs XYL
-34.3%
+69.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | +2.0% | +5.9% | -3.9% | -0.5% |
| 30D | +19.4% | -3.9% | +23.3% | +19.8% |
| 3M | +9.4% | -18.7% | +28.1% | +20.3% |
| 6M | +15.3% | -16.9% | +32.2% | +24.6% |
| YTD | +31.3% | -27.4% | +58.7% | +42.2% |
| 1Y | +34.9% | -34.0% | +68.9% | +57.9% |
| All | +34.9% | -34.3% | +69.2% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling