+297.0%
MXL vs MAS
+40.8%
+256.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.6% | -16.8% | -10.4% |
| 7D | -24.3% | +14.2% | -38.5% | -23.4% |
| 30D | -46.1% | +26.8% | -72.9% | -45.7% |
| 3M | -21.8% | +13.1% | -35.0% | -20.8% |
| 6M | -27.2% | +27.9% | -55.2% | -26.5% |
| YTD | +226.2% | +38.7% | +187.5% | +189.5% |
| 1Y | +297.0% | +40.4% | +256.6% | +249.8% |
| All | +297.0% | +40.8% | +256.2% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling