+35.3%
MAS vs XYL
-17.7%
+53.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.1% |
| 7D | -0.8% | -5.0% | +4.3% | +2.5% |
| 30D | -5.6% | -13.2% | +7.7% | +3.2% |
| 3M | +4.4% | -3.7% | +8.2% | +7.0% |
| 6M | +7.2% | -17.7% | +24.9% | +20.9% |
| YTD | +16.1% | -21.5% | +37.6% | +33.5% |
| 1Y | +0.1% | -24.5% | +24.6% | +17.9% |
| 3Y | +28.3% | +6.9% | +21.4% | +19.8% |
| All | +35.3% | -17.7% | +53.0% | +28.8% |
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