+61.7%
MAS vs XYL
+7.6%
+54.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -2.9% |
| 7D | +4.6% | +10.2% | -5.7% | -1.0% |
| 30D | +19.9% | -4.3% | +24.2% | +21.5% |
| 3M | +8.9% | -17.8% | +26.7% | +21.3% |
| 6M | +20.2% | -13.4% | +33.5% | +29.5% |
| YTD | +33.9% | -25.7% | +59.6% | +56.4% |
| 1Y | +34.7% | -32.7% | +67.3% | +68.3% |
| All | +61.7% | +7.6% | +54.1% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling