+166.6%
MXL vs MAS
+61.2%
+105.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -3.4% | -18.6% | -21.1% |
| 7D | -38.1% | +4.6% | -42.7% | -38.9% |
| 30D | -59.5% | +19.9% | -79.3% | -61.8% |
| 3M | -34.3% | +8.9% | -43.2% | -36.2% |
| 6M | -45.8% | +20.2% | -65.9% | -49.9% |
| YTD | +154.2% | +33.9% | +120.3% | +115.3% |
| 1Y | +192.1% | +34.7% | +157.4% | +146.1% |
| All | +166.6% | +61.2% | +105.4% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling