+159.0%
MXL vs MAS
+213.7%
-54.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +12.1% |
| 7D | -27.1% | +2.0% | -29.1% | -28.3% |
| 30D | -54.2% | +19.4% | -73.6% | -59.7% |
| 3M | -29.9% | +9.4% | -39.4% | -35.0% |
| 6M | -39.5% | +15.3% | -54.8% | -47.2% |
| YTD | +182.2% | +31.3% | +150.8% | +118.1% |
| 1Y | +231.8% | +34.9% | +197.0% | +150.9% |
| 3Y | +195.9% | +58.6% | +137.3% | +85.9% |
| 5Y | -27.3% | +40.7% | -68.0% | -51.1% |
| All | +159.0% | +213.7% | -54.7% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling