+33.8%
MAS vs XYL
+8.6%
+25.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.1% |
| 7D | -0.8% | -5.0% | +4.3% | +2.6% |
| 30D | -5.6% | -13.2% | +7.7% | +3.4% |
| 3M | +4.4% | -3.7% | +8.2% | +7.1% |
| 6M | +7.2% | -17.7% | +24.9% | +20.9% |
| YTD | +16.1% | -21.5% | +37.6% | +33.3% |
| 1Y | +0.1% | -24.5% | +24.6% | +17.8% |
| All | +33.8% | +8.6% | +25.2% | +14.7% |
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