+162.1%
MXL vs MAS
+29.0%
+133.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -7.0% | -5.6% | -1.4% | -5.4% |
| 3M | -33.4% | +4.4% | -37.9% | -35.2% |
| 6M | +260.2% | +7.2% | +253.0% | +239.2% |
| YTD | +260.0% | +16.1% | +243.8% | +224.3% |
| 1Y | +303.5% | +0.1% | +303.4% | +287.6% |
| All | +162.1% | +29.0% | +133.0% | +205.0% |
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 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