+182.8%
MXL vs MAS
+217.4%
-34.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.2% | +11.3% |
| 7D | +5.5% | -1.8% | +7.3% | +7.4% |
| 30D | -32.6% | +23.6% | -56.2% | -41.7% |
| 3M | -13.1% | +12.4% | -25.6% | -20.7% |
| 6M | -41.4% | +21.9% | -63.2% | -50.5% |
| YTD | +243.9% | +36.1% | +207.8% | +160.8% |
| 1Y | +305.1% | +39.5% | +265.6% | +201.0% |
| 3Y | +260.1% | +59.1% | +200.9% | +127.4% |
| 5Y | -12.1% | +44.4% | -56.5% | -41.6% |
| 10Y | +182.8% | +217.0% | -34.2% | +1.0% |
| All | +182.8% | +217.4% | -34.6% | +1.0% |
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