+178.8%
MXL vs MAS
+214.3%
-35.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.3% |
| 7D | +33.1% | +1.2% | +31.9% | +32.3% |
| 30D | -33.5% | +21.6% | -55.1% | -41.9% |
| 3M | -20.7% | +14.1% | -34.8% | -28.2% |
| 6M | -35.9% | +22.6% | -58.5% | -46.1% |
| YTD | +238.3% | +35.4% | +202.8% | +157.3% |
| 1Y | +296.2% | +37.5% | +258.8% | +197.4% |
| 3Y | +254.1% | +58.3% | +195.8% | +124.3% |
| 5Y | -14.1% | +39.1% | -53.2% | -41.3% |
| All | +178.8% | +214.3% | -35.5% | +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