+159.9%
MXL vs MAS
+219.2%
-59.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.9% |
| 7D | -15.9% | +3.6% | -19.4% | -17.5% |
| 30D | -44.0% | +23.8% | -67.8% | -51.6% |
| 3M | -21.3% | +14.4% | -35.8% | -29.0% |
| 6M | -46.1% | +19.7% | -65.8% | -53.9% |
| YTD | +208.8% | +36.0% | +172.9% | +134.4% |
| 1Y | +255.5% | +40.4% | +215.2% | +163.0% |
| 3Y | +223.3% | +58.9% | +164.4% | +104.4% |
| 5Y | -18.1% | +44.5% | -62.6% | -45.6% |
| 10Y | +159.9% | +214.8% | -54.8% | -6.1% |
| All | +159.9% | +219.2% | -59.3% | -6.1% |
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