+159.0%
MXL vs MAS
+214.9%
-55.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.5% | +11.9% |
| 7D | -27.1% | +2.4% | -29.5% | -28.5% |
| 30D | -54.2% | +19.8% | -74.0% | -59.8% |
| 3M | -29.9% | +9.8% | -39.8% | -35.1% |
| 6M | -39.5% | +15.8% | -55.2% | -47.3% |
| YTD | +182.2% | +31.8% | +150.3% | +117.7% |
| 1Y | +231.8% | +35.4% | +196.5% | +150.4% |
| 3Y | +195.9% | +59.2% | +136.7% | +85.5% |
| 5Y | -27.3% | +41.2% | -68.5% | -51.2% |
| All | +159.0% | +214.9% | -55.9% | -7.8% |
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 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