+1,455.1%
MAS vs XYL
+425.6%
+1,029.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.0% | +0.7% | +2.7% |
| 7D | +14.2% | +14.5% | -0.4% | +5.5% |
| 30D | +26.8% | -1.3% | +28.2% | +26.5% |
| 3M | +13.1% | -17.0% | +30.1% | +24.8% |
| 6M | +27.9% | -11.3% | +39.3% | +35.9% |
| YTD | +38.7% | -25.0% | +63.6% | +61.2% |
| 1Y | +40.4% | -31.5% | +71.9% | +72.5% |
| 3Y | +66.1% | +8.2% | +57.9% | +54.0% |
| 5Y | +47.4% | -17.1% | +64.6% | +56.7% |
| 10Y | +238.3% | +141.1% | +97.3% | +79.7% |
| All | +1,455.1% | +425.6% | +1,029.5% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling