+36.1%
MAS vs XYL
-34.5%
+70.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | +2.4% | +5.9% | -3.5% | -0.1% |
| 30D | +19.8% | -3.9% | +23.8% | +20.3% |
| 3M | +9.8% | -18.7% | +28.5% | +20.7% |
| 6M | +15.8% | -16.9% | +32.6% | +25.0% |
| YTD | +31.8% | -27.4% | +59.2% | +42.7% |
| All | +36.1% | -34.5% | +70.6% | +61.3% |
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