+44.5%
MAS vs XYL
-22.7%
+67.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +0.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +23.8% | -5.7% | +29.5% | +26.8% |
| 3M | +14.4% | -19.8% | +34.2% | +29.5% |
| 6M | +19.7% | -14.2% | +33.9% | +30.0% |
| YTD | +36.0% | -28.1% | +64.0% | +63.1% |
| 1Y | +40.4% | -35.0% | +75.3% | +79.8% |
| 3Y | +58.9% | +2.1% | +56.8% | +50.0% |
| 5Y | +44.5% | -22.1% | +66.6% | +48.1% |
| All | +44.5% | -22.7% | +67.2% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling