+20.2%
MAS vs XYL
-13.2%
+33.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -3.0% |
| 7D | +4.6% | +10.2% | -5.7% | -0.1% |
| 30D | +19.9% | -4.3% | +24.2% | +20.1% |
| 3M | +8.9% | -17.8% | +26.7% | +23.6% |
| 6M | +20.2% | -13.4% | +33.5% | +29.2% |
| All | +20.2% | -13.2% | +33.3% | +29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling